+65.1%
CCJ vs GTLB
+4.1%
+61.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | +5.0% | -3.5% | +8.5% | +5.4% |
| 30D | -16.7% | -9.0% | -7.7% | -15.7% |
| 3M | -27.5% | +15.9% | -43.4% | -28.9% |
| 6M | -38.6% | +104.9% | -143.5% | -44.1% |
| YTD | -21.5% | +26.0% | -47.5% | -24.0% |
| 1Y | -22.3% | +1.8% | -24.1% | -22.0% |
| All | +65.1% | +4.1% | +61.0% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling