+161.4%
CCJ vs GPN
-27.4%
+188.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.7% | -3.2% |
| 7D | -3.2% | -3.5% | +0.3% | -2.7% |
| 30D | -1.3% | +3.1% | -4.5% | -1.8% |
| 3M | +2.5% | +42.3% | -39.8% | -3.5% |
| 6M | -18.9% | +20.9% | -39.7% | -21.7% |
| YTD | +6.5% | +15.2% | -8.7% | +3.3% |
| 1Y | +22.8% | +5.4% | +17.4% | +20.6% |
| All | +161.4% | -27.4% | +188.8% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling