+231.1%
GM vs CCJ
+1,065.5%
-834.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.4% | -4.0% | +1.6% | -1.6% |
| 30D | -1.1% | -2.4% | +1.3% | -0.8% |
| 3M | +6.1% | -2.3% | +8.4% | +6.3% |
| 6M | +15.0% | -16.2% | +31.2% | +18.0% |
| YTD | +6.0% | +5.7% | +0.3% | +2.9% |
| 1Y | +47.1% | +21.3% | +25.8% | +36.5% |
| 3Y | +170.5% | +159.4% | +11.1% | +99.9% |
| 5Y | +80.5% | +300.7% | -220.2% | +14.4% |
| All | +231.1% | +1,065.5% | -834.4% | +47.2% |
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