+1,080.5%
CCJ vs GPC
+79.8%
+1,000.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.1% |
| 7D | +5.9% | +0.2% | +5.7% | +5.8% |
| 30D | +4.7% | -0.4% | +5.1% | +4.8% |
| 3M | -3.3% | +39.2% | -42.5% | -13.2% |
| 6M | -7.0% | +18.2% | -25.3% | -12.5% |
| YTD | +11.5% | +12.1% | -0.6% | +5.7% |
| 1Y | +32.3% | -0.7% | +32.9% | +30.0% |
| 3Y | +176.8% | -1.7% | +178.5% | +164.2% |
| 5Y | +351.8% | +29.3% | +322.5% | +288.2% |
| 10Y | +1,080.5% | +80.7% | +999.8% | +804.7% |
| All | +1,080.5% | +79.8% | +1,000.7% | +804.7% |
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