+205.6%
GLD vs CCJ
+778.2%
-572.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.5% |
| 7D | -5.5% | +5.0% | -10.5% | -5.9% |
| 30D | -7.0% | -16.7% | +9.7% | -5.7% |
| 3M | -12.4% | -27.5% | +15.2% | -10.2% |
| 6M | -18.0% | -38.6% | +20.6% | -15.1% |
| YTD | -10.5% | -21.5% | +11.1% | -8.5% |
| 1Y | -8.1% | -22.3% | +14.3% | -6.0% |
| 3Y | +97.7% | +69.9% | +27.8% | +92.0% |
| 5Y | +103.4% | +163.6% | -60.2% | +92.1% |
| All | +205.6% | +778.2% | -572.6% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling