+521.8%
GLW vs CCJ
+802.9%
-281.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.5% |
| 7D | -11.1% | +0.4% | -11.5% | -11.0% |
| 30D | -28.4% | -17.2% | -11.2% | -24.8% |
| 3M | -28.8% | -25.1% | -3.7% | -23.3% |
| 6M | -39.8% | -37.6% | -2.2% | -32.1% |
| YTD | +28.7% | -20.4% | +49.1% | +38.8% |
| 1Y | +27.7% | -22.5% | +50.2% | +38.5% |
| 3Y | +331.3% | +72.5% | +258.9% | +286.5% |
| 5Y | +233.4% | +179.9% | +53.6% | +162.3% |
| 10Y | +521.8% | +772.6% | -250.8% | +264.4% |
| All | +521.8% | +802.9% | -281.1% | +264.4% |
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 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