-19.9%
CCJ vs GPC
+2.8%
-22.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +5.4% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | -14.4% | -1.1% | -13.3% | -14.3% |
| 3M | -22.6% | -6.6% | -16.0% | -22.0% |
| 6M | -35.4% | +22.2% | -57.7% | -37.9% |
| YTD | -17.6% | +5.1% | -22.7% | -23.9% |
| All | -19.9% | +2.8% | -22.7% | -23.4% |
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