+300.2%
CCJ vs GFI
+524.1%
-223.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -4.0% | -4.9% | +0.8% | -2.6% |
| 30D | -2.4% | +10.7% | -13.1% | -5.1% |
| 3M | -2.3% | +25.6% | -27.9% | -8.9% |
| 6M | -16.2% | -8.3% | -8.0% | -15.1% |
| YTD | +5.7% | +6.3% | -0.6% | +2.9% |
| 1Y | +21.3% | +22.1% | -0.8% | +13.8% |
| 3Y | +159.4% | +289.2% | -129.8% | +79.6% |
| All | +300.2% | +524.1% | -223.9% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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