+212.6%
GLW vs CCJ
+163.1%
+49.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +1.3% |
| 7D | -13.9% | -7.3% | -6.6% | -11.9% |
| 30D | -35.0% | -20.0% | -15.0% | -30.5% |
| 3M | -32.4% | -23.8% | -8.5% | -26.6% |
| 6M | -41.3% | -42.4% | +1.0% | -31.5% |
| YTD | +21.8% | -22.1% | +43.9% | +34.5% |
| 1Y | +21.8% | -20.8% | +42.7% | +34.2% |
| 3Y | +307.7% | +75.7% | +231.9% | +274.5% |
| All | +212.6% | +163.1% | +49.6% | +173.0% |
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 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