+753.7%
CCJ vs GME
+475.1%
+278.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -0.8% | +2.9% | -3.7% | -0.9% |
| 30D | -13.2% | -4.8% | -8.4% | -13.0% |
| 3M | -27.6% | +39.2% | -66.8% | -28.5% |
| 6M | -38.7% | +17.1% | -55.8% | -39.1% |
| YTD | -22.7% | +28.7% | -51.4% | -23.5% |
| 1Y | -17.6% | +23.3% | -40.9% | -18.3% |
| 3Y | +62.7% | +112.9% | -50.2% | +53.1% |
| 5Y | +159.7% | -48.8% | +208.6% | +150.2% |
| All | +753.7% | +475.1% | +278.6% | +516.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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