+300.4%
CCJ vs GFS
-3.7%
+304.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +0.7% | +1.0% | -0.3% | +0.5% |
| 30D | +6.9% | -8.6% | +15.5% | +9.2% |
| 3M | -11.6% | -46.5% | +34.9% | +3.2% |
| 6M | -16.2% | -4.8% | -11.4% | -16.8% |
| YTD | +10.1% | +29.7% | -19.5% | +0.4% |
| 1Y | +32.3% | +35.8% | -3.6% | +18.4% |
| 3Y | +171.3% | -18.3% | +189.6% | +165.8% |
| All | +300.4% | -3.7% | +304.1% | +259.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling