+142.8%
CCJ vs GGLL
+210.8%
-68.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | -0.8% | +7.7% | -8.5% | -2.4% |
| 30D | -13.2% | -30.2% | +17.0% | -7.0% |
| 3M | -27.6% | -31.3% | +3.6% | -22.4% |
| 6M | -38.7% | -52.1% | +13.4% | -29.5% |
| YTD | -22.7% | -25.9% | +3.2% | -21.1% |
| 1Y | -17.6% | -8.5% | -9.1% | -20.2% |
| 3Y | +62.7% | +165.5% | -102.9% | +20.0% |
| All | +142.8% | +210.8% | -68.0% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling