+601.4%
CCJ vs GLDM
+225.0%
+376.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.4% |
| 7D | +2.7% | +5.0% | -2.3% | -0.8% |
| 30D | -14.4% | -1.3% | -13.1% | -13.6% |
| 3M | -22.6% | -4.7% | -17.9% | -19.9% |
| 6M | -35.4% | -12.4% | -23.1% | -29.2% |
| YTD | -17.6% | -4.1% | -13.6% | -13.7% |
| 1Y | -18.1% | +3.3% | -21.5% | -17.8% |
| 3Y | +79.6% | +110.9% | -31.4% | +17.8% |
| 5Y | +175.3% | +124.8% | +50.5% | +73.7% |
| All | +601.4% | +225.0% | +376.3% | +342.3% |
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