-22.5%
CCJ vs GGLL
-17.3%
-5.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | +0.4% | +5.1% | -4.7% | -0.5% |
| 30D | -17.2% | -35.5% | +18.2% | -10.5% |
| 3M | -25.1% | -39.2% | +14.0% | -18.3% |
| 6M | -37.6% | -54.4% | +16.8% | -26.6% |
| YTD | -20.4% | -29.8% | +9.5% | -21.4% |
| 1Y | -22.5% | -20.4% | -2.1% | -27.1% |
| All | -22.5% | -17.3% | -5.2% | -27.1% |
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