+1,056.5%
CCJ vs GNRC
+448.8%
+607.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.6% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -2.4% | -15.7% | +13.4% | +2.4% |
| 3M | -2.3% | -27.3% | +25.0% | +6.1% |
| 6M | -16.2% | -12.1% | -4.2% | -14.1% |
| YTD | +5.7% | +37.1% | -31.4% | -4.8% |
| 1Y | +21.3% | -0.5% | +21.7% | +18.6% |
| 3Y | +159.4% | +61.5% | +97.9% | +114.4% |
| 5Y | +300.7% | -58.6% | +359.2% | +352.2% |
| All | +1,056.5% | +448.8% | +607.6% | +460.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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