+105.0%
IAU vs CCJ
+166.4%
-61.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.4% |
| 7D | -5.5% | +5.0% | -10.5% | -6.0% |
| 30D | -7.0% | -16.7% | +9.7% | -5.0% |
| 3M | -12.3% | -27.5% | +15.2% | -9.0% |
| 6M | -17.9% | -38.6% | +20.7% | -13.6% |
| YTD | -10.3% | -21.5% | +11.2% | -7.3% |
| 1Y | -7.9% | -22.3% | +14.4% | -4.8% |
| 3Y | +98.7% | +69.9% | +28.8% | +90.9% |
| 5Y | +105.0% | +163.6% | -58.5% | +89.0% |
| All | +105.0% | +166.4% | -61.3% | +89.0% |
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