+156.3%
CCJ vs GLDM
+126.2%
+30.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.3% |
| 7D | -18.2% | +1.9% | -20.0% | -19.4% |
| 30D | -26.5% | -1.7% | -24.9% | -25.5% |
| 3M | -27.5% | -3.5% | -24.0% | -25.3% |
| 6M | -40.3% | -10.1% | -30.2% | -34.8% |
| YTD | -25.3% | -5.0% | -20.3% | -20.7% |
| 1Y | -28.1% | +2.8% | -30.9% | -27.7% |
| 3Y | +63.8% | +105.1% | -41.3% | -4.5% |
| 5Y | +156.3% | +124.3% | +32.0% | +33.2% |
| All | +156.3% | +126.2% | +30.1% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling