+97.7%
IAU vs CCJ
+67.4%
+30.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -4.6% | -0.8% | -3.8% | -4.5% |
| 30D | -5.4% | -13.2% | +7.7% | -3.4% |
| 3M | -10.9% | -27.6% | +16.8% | -6.5% |
| 6M | -17.4% | -38.7% | +21.3% | -11.6% |
| YTD | -10.2% | -22.7% | +12.5% | -5.6% |
| 1Y | -7.1% | -17.6% | +10.5% | -2.8% |
| 3Y | +97.7% | +62.7% | +35.0% | +95.1% |
| All | +97.7% | +67.4% | +30.4% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling