-17.4%
GIS vs CCJ
-26.2%
+8.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.0% |
| 7D | +8.5% | -14.5% | +23.0% | +6.5% |
| 30D | +15.3% | -18.1% | +33.4% | +12.9% |
| 3M | +0.9% | -23.0% | +23.9% | -1.8% |
| 6M | +7.9% | -39.4% | +47.3% | +3.3% |
| YTD | -17.6% | -21.7% | +4.1% | -17.4% |
| 1Y | -17.4% | -25.9% | +8.6% | -17.5% |
| All | -17.4% | -26.2% | +8.8% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling