+495.8%
CCJ vs GH
+446.7%
+49.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -1.2% |
| 7D | -0.8% | +0.6% | -1.3% | -0.9% |
| 30D | -13.2% | -6.9% | -6.3% | -12.2% |
| 3M | -27.6% | -4.9% | -22.7% | -27.3% |
| 6M | -38.7% | +54.1% | -92.8% | -42.9% |
| YTD | -22.7% | +48.5% | -71.2% | -27.9% |
| 1Y | -17.6% | +61.2% | -78.7% | -24.1% |
| 3Y | +62.7% | +570.3% | -507.7% | +16.1% |
| 5Y | +159.7% | +46.1% | +113.6% | +111.2% |
| All | +495.8% | +446.7% | +49.1% | +326.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling