+245.8%
CCJ vs GGLL
+328.7%
-82.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.3% |
| 3M | -11.6% | -21.9% | +10.2% | -7.8% |
| 6M | -16.2% | +11.7% | -27.9% | -20.7% |
| YTD | +10.1% | +2.3% | +7.8% | +6.0% |
| 1Y | +32.3% | +76.2% | -43.9% | +11.1% |
| 3Y | +171.3% | +245.0% | -73.7% | +89.9% |
| All | +245.8% | +328.7% | -82.9% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling