+654.3%
GS vs CCJ
+1,057.6%
-403.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | -1.6% | +6.9% | -8.4% | -3.1% |
| 3M | -4.5% | -11.6% | +7.2% | -2.1% |
| 6M | +20.9% | -16.2% | +37.1% | +24.6% |
| YTD | +19.9% | +10.1% | +9.8% | +16.1% |
| 1Y | +41.4% | +32.3% | +9.1% | +30.1% |
| 3Y | +239.2% | +171.3% | +67.9% | +157.2% |
| 5Y | +185.0% | +372.4% | -187.3% | +80.9% |
| All | +654.3% | +1,057.6% | -403.3% | +254.9% |
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