+2,064.0%
GS vs CCJ
+3,773.0%
-1,708.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -1.6% | +6.9% | -8.4% | -3.4% |
| 3M | -4.5% | -11.6% | +7.2% | -1.5% |
| 6M | +20.9% | -16.2% | +37.1% | +25.6% |
| YTD | +19.9% | +10.1% | +9.8% | +14.9% |
| 1Y | +41.4% | +32.3% | +9.1% | +26.9% |
| 3Y | +239.2% | +171.3% | +67.9% | +137.8% |
| 5Y | +185.0% | +372.4% | -187.3% | +59.3% |
| 10Y | +655.0% | +1,070.0% | -415.1% | +184.1% |
| All | +2,064.0% | +3,773.0% | -1,708.9% | +658.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling