+142.5%
GLD vs CCJ
+369.1%
-226.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +4.4% | +6.9% | -2.5% | +3.6% |
| 3M | -1.1% | -11.6% | +10.6% | 0.0% |
| 6M | -13.8% | -16.2% | +2.4% | -12.6% |
| YTD | +2.6% | +10.1% | -7.5% | +2.1% |
| 1Y | +24.5% | +32.3% | -7.8% | +21.9% |
| 3Y | +125.8% | +171.3% | -45.5% | +107.9% |
| All | +142.5% | +369.1% | -226.6% | +115.9% |
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