+591.9%
GIS vs CCJ
+1,583.6%
-991.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -7.8% | +0.7% | -8.6% | -7.9% |
| 30D | +6.6% | +6.9% | -0.3% | +6.2% |
| 3M | +21.0% | -11.6% | +32.6% | +21.4% |
| 6M | -9.1% | -16.2% | +7.2% | -8.7% |
| YTD | -13.6% | +10.1% | -23.7% | -14.5% |
| 1Y | -18.0% | +32.3% | -50.3% | -19.8% |
| 3Y | -33.7% | +171.3% | -205.0% | -38.3% |
| 5Y | -19.4% | +372.4% | -391.8% | -28.8% |
| 10Y | -21.3% | +1,070.0% | -1,091.3% | -36.9% |
| All | +591.9% | +1,583.6% | -991.7% | +413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling