-22.8%
GIS vs CCJ
+339.7%
-362.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.7% |
| 7D | -8.6% | +4.2% | -12.8% | -8.4% |
| 30D | -0.5% | +3.2% | -3.6% | -0.3% |
| 3M | +11.9% | -1.8% | +13.7% | +12.0% |
| 6M | -11.6% | -13.5% | +2.0% | -11.8% |
| YTD | -16.3% | +9.7% | -26.1% | -15.6% |
| 1Y | -21.8% | +30.0% | -51.8% | -20.4% |
| 3Y | -35.7% | +172.6% | -208.2% | -33.5% |
| All | -22.8% | +339.7% | -362.5% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling