-20.8%
CCJ vs GLDM
+1.8%
-22.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +5.1% |
| 7D | -7.3% | +4.7% | -12.0% | -11.6% |
| 30D | -20.0% | -0.9% | -19.1% | -19.2% |
| 3M | -23.8% | -4.3% | -19.5% | -20.4% |
| 6M | -42.4% | -13.4% | -29.0% | -33.9% |
| YTD | -22.1% | -5.8% | -16.3% | -11.9% |
| 1Y | -20.8% | +2.1% | -22.9% | -21.6% |
| All | -20.8% | +1.8% | -22.6% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling