+486.7%
GS vs CCJ
+808.7%
-322.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.3% |
| 7D | -3.2% | -7.3% | +4.1% | -1.6% |
| 30D | -2.4% | -20.0% | +17.5% | +2.5% |
| 3M | -15.7% | -23.8% | +8.1% | -10.6% |
| 6M | -6.8% | -42.4% | +35.6% | +4.8% |
| YTD | -0.1% | -22.1% | +22.0% | +4.3% |
| 1Y | +12.1% | -20.8% | +32.9% | +16.5% |
| 3Y | +185.8% | +75.7% | +110.0% | +138.3% |
| 5Y | +140.1% | +167.4% | -27.4% | +73.8% |
| All | +486.7% | +808.7% | -322.0% | +168.3% |
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