+173.6%
CCJ vs GH
+373.6%
-200.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +5.9% | -2.1% | +8.0% | +6.2% |
| 30D | +4.7% | -4.5% | +9.2% | +5.3% |
| 3M | -3.3% | +28.9% | -32.2% | -6.6% |
| 6M | -7.0% | +76.5% | -83.5% | -13.9% |
| YTD | +11.5% | +57.6% | -46.2% | +4.4% |
| 1Y | +32.3% | +167.5% | -135.3% | +15.8% |
| All | +173.6% | +373.6% | -200.0% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling