+1,528.1%
CCJ vs GFI
+529.1%
+999.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.5% |
| 7D | -3.2% | -5.1% | +2.0% | -2.2% |
| 30D | -1.3% | +13.4% | -14.8% | -3.5% |
| 3M | +2.5% | +36.2% | -33.7% | -3.3% |
| 6M | -18.9% | -9.8% | -9.1% | -17.6% |
| YTD | +6.5% | +7.7% | -1.2% | +4.5% |
| 1Y | +22.8% | +27.2% | -4.4% | +16.8% |
| 3Y | +164.5% | +300.3% | -135.8% | +100.9% |
| 5Y | +303.7% | +539.8% | -236.1% | +174.9% |
| 10Y | +1,064.0% | +1,058.5% | +5.5% | +536.2% |
| All | +1,528.1% | +529.1% | +999.0% | +633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling