+1,159.6%
CCJ vs GPC
+1,077.6%
+82.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +4.8% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | -14.4% | -1.1% | -13.3% | -14.3% |
| 3M | -22.6% | -6.6% | -16.0% | -20.7% |
| 6M | -35.4% | +22.2% | -57.7% | -41.4% |
| YTD | -17.6% | +5.1% | -22.7% | -21.5% |
| 1Y | -18.1% | +2.8% | -21.0% | -21.4% |
| 3Y | +79.6% | +2.4% | +77.2% | +65.2% |
| 5Y | +175.3% | +7.8% | +167.5% | +144.2% |
| 10Y | +844.8% | +87.2% | +757.6% | +509.2% |
| All | +1,159.6% | +1,077.6% | +82.0% | +335.3% |
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