+591.6%
CCJ vs GLDM
+212.7%
+378.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.8% |
| 7D | +3.7% | -2.0% | +5.6% | +5.1% |
| 30D | -13.7% | -4.4% | -9.3% | -10.9% |
| 3M | -24.7% | -8.8% | -15.9% | -19.6% |
| 6M | -38.1% | -15.9% | -22.3% | -30.3% |
| YTD | -18.8% | -7.7% | -11.1% | -12.6% |
| 1Y | -19.5% | -3.6% | -15.9% | -15.6% |
| 3Y | +75.9% | +105.2% | -29.3% | +17.8% |
| 5Y | +173.1% | +112.8% | +60.3% | +78.2% |
| All | +591.6% | +212.7% | +378.9% | +347.8% |
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