-25.9%
CCJ vs GPC
+6.5%
-32.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | -14.5% | +4.1% | -18.6% | -14.9% |
| 30D | -18.1% | +0.1% | -18.2% | -18.1% |
| 3M | -23.0% | -3.9% | -19.1% | -22.6% |
| 6M | -39.4% | +24.4% | -63.8% | -41.8% |
| YTD | -21.7% | +5.7% | -27.3% | -27.2% |
| 1Y | -25.9% | +6.8% | -32.7% | -28.0% |
| All | -25.9% | +6.5% | -32.4% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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