+303.7%
CCJ vs GRMN
+73.8%
+229.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -3.2% | -1.8% | -1.4% | -2.6% |
| 30D | -1.3% | -12.1% | +10.8% | +3.3% |
| 3M | +2.5% | +18.0% | -15.5% | -4.5% |
| 6M | -18.9% | +13.7% | -32.6% | -23.0% |
| YTD | +6.5% | +35.3% | -28.8% | -5.2% |
| 1Y | +22.8% | +17.2% | +5.6% | +14.2% |
| 3Y | +164.5% | +179.6% | -15.1% | +56.5% |
| 5Y | +303.7% | +75.6% | +228.2% | +164.1% |
| All | +303.7% | +73.8% | +229.9% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling