+188.6%
GS vs CCJ
+75.2%
+113.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.4% |
| 7D | -3.2% | -7.3% | +4.1% | -1.5% |
| 30D | -2.4% | -20.0% | +17.5% | +2.7% |
| 3M | -15.7% | -23.8% | +8.1% | -10.5% |
| 6M | -6.8% | -42.4% | +35.6% | +4.6% |
| YTD | -0.1% | -22.1% | +22.0% | +4.9% |
| 1Y | +12.1% | -20.8% | +32.9% | +17.1% |
| All | +188.6% | +75.2% | +113.4% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling