+159.7%
GILD vs CCJ
+1,065.5%
-905.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -4.8% | -4.0% | -0.8% | -4.7% |
| 30D | +5.8% | -2.4% | +8.2% | +5.9% |
| 3M | +14.9% | -2.3% | +17.2% | +15.0% |
| 6M | -0.4% | -16.2% | +15.9% | +0.2% |
| YTD | +18.5% | +5.7% | +12.9% | +17.9% |
| 1Y | +25.1% | +21.3% | +3.9% | +23.4% |
| 3Y | +105.9% | +159.4% | -53.5% | +93.1% |
| 5Y | +143.0% | +300.7% | -157.7% | +119.4% |
| All | +159.7% | +1,065.5% | -905.8% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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