+157.0%
CCJ vs GLDM
+121.8%
+35.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +5.0% |
| 7D | -7.3% | +4.7% | -12.0% | -10.8% |
| 30D | -20.0% | -0.9% | -19.1% | -19.4% |
| 3M | -23.8% | -4.3% | -19.5% | -21.0% |
| 6M | -42.4% | -13.4% | -29.0% | -35.4% |
| YTD | -22.1% | -5.8% | -16.3% | -16.8% |
| 1Y | -20.8% | +2.1% | -22.9% | -19.9% |
| 3Y | +75.7% | +105.0% | -29.3% | +2.6% |
| All | +157.0% | +121.8% | +35.2% | +35.2% |
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