+179.9%
CCJ vs GLDM
+116.0%
+63.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -1.2% |
| 7D | +0.4% | +2.9% | -2.4% | -1.9% |
| 30D | -17.2% | -3.9% | -13.3% | -14.5% |
| 3M | -25.1% | -8.1% | -17.0% | -19.7% |
| 6M | -37.6% | -14.7% | -22.9% | -29.1% |
| YTD | -20.4% | -6.6% | -13.8% | -14.3% |
| 1Y | -22.5% | -2.1% | -20.5% | -19.4% |
| 3Y | +72.5% | +107.7% | -35.2% | -1.2% |
| 5Y | +179.9% | +116.5% | +63.4% | +48.9% |
| All | +179.9% | +116.0% | +63.9% | +48.9% |
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