+4,812.2%
CCJ vs GPN
+2,449.8%
+2,362.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.7% |
| 7D | +4.2% | -6.2% | +10.4% | +6.2% |
| 30D | +3.2% | +1.0% | +2.2% | +2.6% |
| 3M | -1.8% | +36.9% | -38.7% | -12.0% |
| 6M | -13.5% | +16.8% | -30.3% | -18.7% |
| YTD | +9.7% | +13.2% | -3.5% | +3.0% |
| 1Y | +30.0% | +1.4% | +28.6% | +25.7% |
| 3Y | +172.6% | -28.6% | +201.2% | +185.1% |
| 5Y | +342.9% | -47.0% | +389.9% | +399.1% |
| 10Y | +1,099.7% | +25.2% | +1,074.6% | +854.7% |
| All | +4,812.2% | +2,449.8% | +2,362.4% | +2,421.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling