-17.3%
GIS vs CCJ
+765.4%
-782.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.4% |
| 7D | -3.4% | -0.8% | -2.6% | -3.4% |
| 30D | +6.9% | -13.2% | +20.1% | +6.7% |
| 3M | -10.1% | -27.6% | +17.5% | -10.4% |
| 6M | +5.9% | -38.7% | +44.6% | +5.5% |
| YTD | -21.1% | -22.7% | +1.6% | -21.4% |
| 1Y | -22.5% | -17.6% | -4.9% | -22.7% |
| 3Y | -39.0% | +62.7% | -101.7% | -39.9% |
| 5Y | -33.3% | +159.7% | -193.1% | -35.5% |
| All | -17.3% | +765.4% | -782.6% | -27.6% |
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