+158.7%
CCJ vs GGLL
+195.8%
-37.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +5.2% |
| 7D | +2.7% | +6.3% | -3.6% | +1.3% |
| 30D | -14.4% | -35.1% | +20.7% | -6.8% |
| 3M | -22.6% | -37.7% | +15.1% | -15.3% |
| 6M | -35.4% | -54.1% | +18.7% | -25.2% |
| YTD | -17.6% | -29.4% | +11.8% | -15.0% |
| 1Y | -18.1% | -13.4% | -4.7% | -19.8% |
| 3Y | +79.6% | +158.3% | -78.8% | +33.4% |
| All | +158.7% | +195.8% | -37.1% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling