+303.7%
CCJ vs GH
+21.3%
+282.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.6% |
| 7D | -3.2% | -1.2% | -1.9% | -3.0% |
| 30D | -1.3% | -3.7% | +2.3% | -0.7% |
| 3M | +2.5% | +21.7% | -19.2% | -1.4% |
| 6M | -18.9% | +75.7% | -94.6% | -27.1% |
| YTD | +6.5% | +55.7% | -49.2% | -2.7% |
| 1Y | +22.8% | +181.1% | -158.3% | +0.2% |
| 3Y | +164.5% | +371.6% | -207.1% | +86.8% |
| 5Y | +303.7% | +23.2% | +280.5% | +210.5% |
| All | +303.7% | +21.3% | +282.4% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling