+127.1%
IAU vs CCJ
+172.7%
-45.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +0.2% | +4.2% | -4.0% | -0.4% |
| 30D | +0.2% | +3.2% | -3.0% | -0.3% |
| 3M | +3.3% | -1.8% | +5.1% | +3.3% |
| 6M | -14.6% | -13.5% | -1.0% | -13.4% |
| YTD | +1.9% | +9.7% | -7.9% | +1.7% |
| 1Y | +20.9% | +30.0% | -9.1% | +18.7% |
| All | +127.1% | +172.7% | -45.6% | +108.6% |
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 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