+1,056.5%
CCJ vs GRMN
+677.8%
+378.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -2.5% |
| 7D | -4.0% | +2.4% | -6.5% | -5.0% |
| 30D | -2.4% | -8.5% | +6.1% | +1.1% |
| 3M | -2.3% | +19.5% | -21.8% | -10.3% |
| 6M | -16.2% | +21.2% | -37.4% | -23.2% |
| YTD | +5.7% | +41.0% | -35.4% | -9.3% |
| 1Y | +21.3% | +19.6% | +1.7% | +10.5% |
| 3Y | +159.4% | +183.8% | -24.4% | +50.0% |
| 5Y | +300.7% | +83.0% | +217.6% | +181.6% |
| All | +1,056.5% | +677.8% | +378.7% | +344.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling