+1,583.6%
CCJ vs GPC
+1,194.1%
+389.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +0.7% | +1.2% | -0.5% | +0.2% |
| 30D | +6.9% | +6.0% | +0.9% | +4.4% |
| 3M | -11.6% | +42.6% | -54.3% | -24.5% |
| 6M | -16.2% | +22.8% | -39.0% | -24.0% |
| YTD | +10.1% | +15.5% | -5.3% | +1.4% |
| 1Y | +32.3% | +2.0% | +30.2% | +27.7% |
| 3Y | +171.3% | -1.4% | +172.7% | +154.2% |
| 5Y | +372.4% | +30.6% | +341.8% | +286.1% |
| 10Y | +1,070.0% | +80.6% | +989.4% | +675.2% |
| All | +1,583.6% | +1,194.1% | +389.5% | +461.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling