+300.2%
CCJ vs GPN
-44.7%
+344.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.0% | -4.6% | +0.6% | -2.9% |
| 30D | -2.4% | -0.3% | -2.1% | -2.5% |
| 3M | -2.3% | +35.4% | -37.7% | -11.0% |
| 6M | -16.2% | +21.7% | -37.9% | -21.4% |
| YTD | +5.7% | +14.9% | -9.2% | -0.1% |
| 1Y | +21.3% | +3.2% | +18.1% | +17.8% |
| 3Y | +159.4% | -27.1% | +186.5% | +173.4% |
| All | +300.2% | -44.7% | +344.8% | +345.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling