-25.9%
CCJ vs GH
+80.5%
-106.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.5% |
| 7D | -14.5% | -7.7% | -6.8% | -13.2% |
| 30D | -18.1% | -10.0% | -8.1% | -16.7% |
| 3M | -23.0% | +5.5% | -28.5% | -24.0% |
| 6M | -39.4% | +84.9% | -124.3% | -47.4% |
| YTD | -21.7% | +65.0% | -86.7% | -31.0% |
| 1Y | -25.9% | +71.8% | -97.7% | -35.6% |
| All | -25.9% | +80.5% | -106.4% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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