+300.2%
CCJ vs GDDY
+29.8%
+270.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.6% |
| 3M | -2.3% | +30.5% | -32.8% | -11.6% |
| 6M | -16.2% | +13.3% | -29.5% | -21.9% |
| YTD | +5.7% | -21.0% | +26.6% | +12.2% |
| 1Y | +21.3% | -34.0% | +55.3% | +39.1% |
| 3Y | +159.4% | +33.1% | +126.3% | +101.6% |
| All | +300.2% | +29.8% | +270.4% | +229.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling