+1,056.5%
CCJ vs GDDY
+207.2%
+849.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.2% |
| 7D | -4.0% | -3.2% | -0.8% | -3.4% |
| 30D | -2.4% | +6.8% | -9.2% | -4.8% |
| 3M | -2.3% | +30.5% | -32.8% | -11.8% |
| 6M | -16.2% | +13.3% | -29.5% | -22.1% |
| YTD | +5.7% | -21.0% | +26.6% | +9.6% |
| 1Y | +21.3% | -34.0% | +55.3% | +33.7% |
| 3Y | +159.4% | +33.1% | +126.3% | +117.8% |
| 5Y | +300.7% | +30.3% | +270.3% | +235.9% |
| All | +1,056.5% | +207.2% | +849.2% | +657.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling