+183.1%
CCJ vs GTLB
-49.4%
+232.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.6% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -13.2% | -10.2% | -3.0% | -11.9% |
| 3M | -27.6% | +10.1% | -37.7% | -28.9% |
| 6M | -38.7% | +116.5% | -155.2% | -45.6% |
| YTD | -22.7% | +27.2% | -49.9% | -26.7% |
| 1Y | -17.6% | +8.6% | -26.1% | -20.1% |
| 3Y | +62.7% | +5.6% | +57.1% | +52.6% |
| 5Y | +159.7% | -61.8% | +221.5% | +120.6% |
| All | +183.1% | -49.4% | +232.5% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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