+1,091.6%
CCJ vs GPC
+1,050.9%
+40.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.9% |
| 7D | -7.3% | +1.6% | -8.9% | -8.0% |
| 30D | -20.0% | -2.1% | -17.9% | -19.6% |
| 3M | -23.8% | -6.8% | -17.0% | -21.9% |
| 6M | -42.4% | +18.6% | -61.0% | -47.1% |
| YTD | -22.1% | +2.7% | -24.7% | -25.0% |
| 1Y | -20.8% | +1.8% | -22.6% | -23.7% |
| 3Y | +75.7% | +1.1% | +74.7% | +62.4% |
| 5Y | +167.4% | +4.1% | +163.4% | +140.6% |
| 10Y | +826.3% | +88.2% | +738.1% | +494.3% |
| All | +1,091.6% | +1,050.9% | +40.7% | +315.5% |
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 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