+17.1%
AON vs GLDM
+121.8%
-104.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | +4.4% | +4.7% | -0.3% | +4.6% |
| 30D | +24.1% | -0.9% | +25.0% | +24.0% |
| 3M | -7.0% | -4.3% | -2.6% | -7.2% |
| 6M | +9.1% | -13.4% | +22.5% | +8.4% |
| YTD | -4.4% | -5.8% | +1.4% | -5.8% |
| 1Y | -0.8% | +2.1% | -2.8% | -2.6% |
| 3Y | +5.1% | +105.0% | -99.9% | -2.0% |
| All | +17.1% | +121.8% | -104.6% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling