+186.8%
GS vs CCJ
+62.6%
+124.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.7% | -1.7% | -5.3% |
| 7D | -6.3% | -18.2% | +11.8% | -1.9% |
| 30D | -3.1% | -26.5% | +23.4% | +3.9% |
| 3M | -17.7% | -27.5% | +9.9% | -11.5% |
| 6M | -4.6% | -40.3% | +35.7% | +6.4% |
| YTD | +0.3% | -25.3% | +25.6% | +6.3% |
| 1Y | +11.7% | -28.1% | +39.8% | +19.0% |
| All | +186.8% | +62.6% | +124.2% | +158.4% |
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