+753.6%
IAU vs CCJ
+407.0%
+346.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -4.6% | -0.8% | -3.8% | -4.5% |
| 30D | -5.4% | -13.2% | +7.7% | -4.2% |
| 3M | -10.9% | -27.6% | +16.8% | -8.2% |
| 6M | -17.4% | -38.7% | +21.3% | -13.6% |
| YTD | -10.2% | -22.7% | +12.5% | -8.1% |
| 1Y | -7.1% | -17.6% | +10.5% | -5.5% |
| 3Y | +97.7% | +62.7% | +35.0% | +86.1% |
| 5Y | +105.3% | +159.7% | -54.4% | +82.2% |
| 10Y | +208.0% | +769.3% | -561.3% | +132.0% |
| All | +753.6% | +407.0% | +346.6% | +571.9% |
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 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