+75.8%
GM vs CCJ
+281.7%
-206.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.4% | -4.0% | +1.6% | -1.7% |
| 30D | -1.1% | -2.4% | +1.3% | -0.8% |
| 3M | +6.1% | -2.3% | +8.4% | +6.2% |
| 6M | +15.0% | -16.2% | +31.2% | +17.6% |
| YTD | +6.0% | +5.7% | +0.3% | +3.3% |
| 1Y | +47.1% | +21.3% | +25.8% | +37.8% |
| 3Y | +170.5% | +159.4% | +11.1% | +101.9% |
| All | +75.8% | +281.7% | -206.0% | +12.8% |
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