+163.9%
CCJ vs GLDM
+107.1%
+56.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -0.8% | -4.6% | +3.8% | +3.1% |
| 30D | -13.2% | -5.5% | -7.7% | -9.2% |
| 3M | -27.6% | -10.9% | -16.8% | -20.6% |
| 6M | -38.7% | -17.3% | -21.4% | -28.6% |
| YTD | -22.7% | -10.2% | -12.5% | -14.2% |
| 1Y | -17.6% | -6.9% | -10.6% | -10.9% |
| 3Y | +62.7% | +98.7% | -36.0% | -3.2% |
| All | +163.9% | +107.1% | +56.9% | +42.5% |
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