+766.3%
CCJ vs GPC
+74.2%
+692.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | +5.0% | -1.3% | +6.3% | +5.5% |
| 30D | -16.7% | -6.0% | -10.7% | -15.3% |
| 3M | -27.5% | -7.6% | -19.9% | -25.9% |
| 6M | -38.6% | +24.2% | -62.8% | -43.1% |
| YTD | -21.5% | +2.7% | -24.3% | -23.8% |
| 1Y | -22.3% | +0.2% | -22.5% | -24.0% |
| 3Y | +69.9% | -0.8% | +70.6% | +61.0% |
| 5Y | +163.6% | +4.4% | +159.1% | +142.5% |
| All | +766.3% | +74.2% | +692.2% | +565.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling