+478.5%
GS vs CCJ
+859.4%
-380.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.7% | -1.0% | +3.4% |
| 7D | +0.8% | +2.7% | -1.9% | +0.2% |
| 30D | +1.2% | -14.4% | +15.6% | +4.7% |
| 3M | -12.4% | -22.6% | +10.2% | -7.4% |
| 6M | -2.3% | -35.4% | +33.1% | +7.1% |
| YTD | +4.6% | -17.6% | +22.2% | +7.9% |
| 1Y | +17.5% | -18.1% | +35.7% | +21.2% |
| 3Y | +202.0% | +79.6% | +122.5% | +150.7% |
| 5Y | +152.4% | +175.3% | -22.9% | +81.7% |
| 10Y | +478.5% | +844.8% | -366.3% | +159.8% |
| All | +478.5% | +859.4% | -380.9% | +159.8% |
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 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