+290.0%
CCJ vs GTLB
-49.8%
+339.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.3% |
| 7D | -3.2% | -4.1% | +0.9% | -2.7% |
| 30D | -1.3% | +12.3% | -13.7% | -3.2% |
| 3M | +2.5% | +65.9% | -63.4% | -5.1% |
| 6M | -18.9% | +104.0% | -122.8% | -27.8% |
| YTD | +6.5% | +26.0% | -19.6% | +1.2% |
| 1Y | +22.8% | -3.5% | +26.3% | +21.1% |
| 3Y | +164.5% | -9.6% | +174.1% | +153.5% |
| All | +290.0% | -49.8% | +339.8% | +249.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling