+753.7%
CCJ vs GRMN
+628.7%
+124.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | -0.8% | -0.9% | +0.1% | -0.4% |
| 30D | -13.2% | +1.2% | -14.4% | -13.8% |
| 3M | -27.6% | -8.9% | -18.7% | -25.2% |
| 6M | -38.7% | +23.0% | -61.7% | -44.6% |
| YTD | -22.7% | +41.2% | -63.9% | -34.1% |
| 1Y | -17.6% | +47.5% | -65.1% | -31.0% |
| 3Y | +62.7% | +155.8% | -93.1% | -1.5% |
| 5Y | +159.7% | +120.2% | +39.6% | +66.6% |
| All | +753.7% | +628.7% | +124.9% | +228.7% |
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