+859.8%
IAU vs CCJ
+631.0%
+228.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | +0.7% | +5.9% | -5.2% | +0.2% |
| 30D | +0.3% | +4.7% | -4.4% | -0.1% |
| 3M | +0.7% | -3.3% | +4.0% | +0.9% |
| 6M | -15.5% | -7.0% | -8.5% | -15.2% |
| YTD | +1.0% | +11.5% | -10.5% | -0.2% |
| 1Y | +19.6% | +32.3% | -12.7% | +16.0% |
| 3Y | +125.4% | +176.8% | -51.4% | +101.9% |
| 5Y | +140.7% | +351.8% | -211.0% | +102.3% |
| 10Y | +218.1% | +1,080.5% | -862.4% | +132.8% |
| All | +859.8% | +631.0% | +228.8% | +630.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling