+104.1%
GLD vs CCJ
+159.0%
-54.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.3% |
| 7D | -4.6% | -0.8% | -3.8% | -4.5% |
| 30D | -5.5% | -13.2% | +7.7% | -3.9% |
| 3M | -10.9% | -27.6% | +16.7% | -7.5% |
| 6M | -17.4% | -38.7% | +21.3% | -13.0% |
| YTD | -10.3% | -22.7% | +12.4% | -7.1% |
| 1Y | -7.2% | -17.6% | +10.4% | -4.3% |
| 3Y | +96.9% | +62.7% | +34.2% | +89.9% |
| All | +104.1% | +159.0% | -54.9% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling