+162.3%
AON vs GLDM
+216.5%
-54.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.2% |
| 7D | +1.9% | +2.9% | -1.0% | +1.8% |
| 30D | +23.3% | -3.9% | +27.2% | +23.3% |
| 3M | -5.5% | -8.1% | +2.6% | -5.6% |
| 6M | +8.0% | -14.7% | +22.7% | +8.3% |
| YTD | -4.0% | -6.6% | +2.6% | -5.0% |
| 1Y | -1.7% | -2.1% | +0.3% | -3.3% |
| 3Y | +2.9% | +107.7% | -104.8% | -7.5% |
| 5Y | +17.2% | +116.5% | -99.3% | +3.5% |
| All | +162.3% | +216.5% | -54.2% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling