+32.0%
CCJ vs GPC
-0.3%
+32.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.5% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | +4.7% | -0.4% | +5.1% | +4.7% |
| 3M | -3.3% | +39.2% | -42.5% | -7.5% |
| 6M | -7.0% | +18.2% | -25.3% | -11.9% |
| YTD | +11.5% | +12.1% | -0.6% | +5.0% |
| All | +32.0% | -0.3% | +32.3% | +18.0% |
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