+0.3%
GLD vs CCJ
-21.5%
+21.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +0.2% |
| 7D | +4.9% | +2.7% | +2.2% | +4.0% |
| 30D | -1.3% | -14.4% | +13.1% | +3.3% |
| 3M | -4.8% | -22.6% | +17.9% | +2.6% |
| 6M | -12.5% | -35.4% | +22.9% | -1.2% |
| YTD | -4.2% | -17.6% | +13.4% | +7.3% |
| All | +0.3% | -21.5% | +21.8% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling