+22.8%
CCJ vs GME
-19.1%
+41.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.2% |
| 7D | -3.2% | +6.0% | -9.2% | -3.6% |
| 30D | -1.3% | +8.3% | -9.7% | -2.0% |
| 3M | +2.5% | -9.1% | +11.6% | +3.2% |
| 6M | -18.9% | -16.3% | -2.5% | -17.2% |
| YTD | +6.5% | +1.5% | +4.9% | +5.6% |
| 1Y | +22.8% | -16.3% | +39.2% | +21.0% |
| All | +22.8% | -19.1% | +41.9% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling