+139.3%
IAU vs CCJ
+281.7%
-142.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -2.0% | -4.0% | +2.0% | -1.6% |
| 30D | -1.5% | -2.4% | +0.8% | -1.3% |
| 3M | +3.3% | -2.3% | +5.6% | +3.4% |
| 6M | -16.2% | -16.2% | 0.0% | -15.0% |
| YTD | +0.7% | +5.7% | -5.0% | +0.6% |
| 1Y | +19.2% | +21.3% | -2.0% | +17.6% |
| 3Y | +124.4% | +159.4% | -35.0% | +107.4% |
| All | +139.3% | +281.7% | -142.4% | +113.9% |
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