+181.1%
CCJ vs GFS
-11.4%
+192.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.7% |
| 7D | -0.8% | +7.4% | -8.2% | -2.7% |
| 30D | -13.2% | -15.3% | +2.1% | -9.4% |
| 3M | -27.6% | -21.1% | -6.5% | -23.4% |
| 6M | -38.7% | -44.5% | +5.8% | -29.7% |
| YTD | -22.7% | +19.2% | -41.9% | -28.3% |
| 1Y | -17.6% | +27.2% | -44.8% | -25.0% |
| 3Y | +62.7% | -20.1% | +82.8% | +60.0% |
| 5Y | +159.7% | -25.6% | +185.3% | +140.8% |
| All | +181.1% | -11.4% | +192.6% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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