+32.3%
CCJ vs GGLL
+80.0%
-47.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | +0.7% | -4.8% | +5.5% | +1.8% |
| 30D | +6.9% | -13.7% | +20.6% | +10.1% |
| 3M | -11.6% | -21.9% | +10.2% | -7.1% |
| 6M | -16.2% | +11.7% | -27.9% | -22.7% |
| YTD | +10.1% | +2.3% | +7.8% | +3.4% |
| 1Y | +32.3% | +76.2% | -43.9% | -4.5% |
| All | +32.3% | +80.0% | -47.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling