+144.7%
CCJ vs GGLL
+188.6%
-43.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +3.0% | +4.0% |
| 7D | -7.3% | +3.1% | -10.4% | -7.9% |
| 30D | -20.0% | -36.3% | +16.4% | -12.4% |
| 3M | -23.8% | -40.4% | +16.5% | -15.8% |
| 6M | -42.4% | -54.6% | +12.2% | -33.1% |
| YTD | -22.1% | -31.1% | +9.1% | -19.2% |
| 1Y | -20.8% | -19.2% | -1.6% | -21.2% |
| 3Y | +75.7% | +151.5% | -75.8% | +31.2% |
| All | +144.7% | +188.6% | -43.9% | +72.8% |
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