+563.5%
CCJ vs GLDM
+219.1%
+344.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.9% |
| 7D | -7.3% | +4.7% | -12.0% | -10.4% |
| 30D | -20.0% | -0.9% | -19.1% | -19.4% |
| 3M | -23.8% | -4.3% | -19.5% | -21.3% |
| 6M | -42.4% | -13.4% | -29.0% | -36.3% |
| YTD | -22.1% | -5.8% | -16.3% | -17.3% |
| 1Y | -20.8% | +2.1% | -22.9% | -19.8% |
| 3Y | +75.7% | +105.0% | -29.3% | +17.4% |
| 5Y | +167.4% | +122.5% | +45.0% | +70.2% |
| All | +563.5% | +219.1% | +344.4% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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