+346.1%
CCJ vs GLDM
+143.3%
+202.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.8% |
| 7D | +0.7% | -0.5% | +1.3% | +1.2% |
| 30D | +6.9% | +4.4% | +2.5% | +3.6% |
| 3M | -11.6% | -1.1% | -10.6% | -10.6% |
| 6M | -16.2% | -13.7% | -2.5% | -6.5% |
| YTD | +10.1% | +2.8% | +7.3% | +9.8% |
| 1Y | +32.3% | +24.8% | +7.4% | +15.0% |
| 3Y | +171.3% | +127.8% | +43.5% | +46.0% |
| All | +346.1% | +143.3% | +202.9% | +120.6% |
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 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