+438.8%
GS vs CCJ
+765.4%
-326.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +5.9% | -0.8% | +6.7% | +6.0% |
| 30D | +4.3% | -13.2% | +17.5% | +7.6% |
| 3M | -11.7% | -27.6% | +16.0% | -5.2% |
| 6M | -3.2% | -38.7% | +35.5% | +7.4% |
| YTD | +5.8% | -22.7% | +28.5% | +10.6% |
| 1Y | +16.0% | -17.6% | +33.6% | +19.5% |
| 3Y | +199.8% | +62.7% | +137.1% | +154.5% |
| 5Y | +155.5% | +159.7% | -4.2% | +86.6% |
| All | +438.8% | +765.4% | -326.5% | +149.1% |
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