-8.1%
GLD vs CCJ
-22.7%
+14.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -1.8% |
| 7D | -5.5% | +5.0% | -10.5% | -6.9% |
| 30D | -7.0% | -16.7% | +9.7% | -1.9% |
| 3M | -12.4% | -27.5% | +15.2% | -3.7% |
| 6M | -18.0% | -38.6% | +20.6% | -5.9% |
| YTD | -10.5% | -21.5% | +11.1% | +1.8% |
| 1Y | -8.1% | -22.3% | +14.3% | +4.5% |
| All | -8.1% | -22.7% | +14.6% | +4.5% |
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