+161.1%
AON vs GLDM
+219.1%
-58.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | +4.4% | +4.7% | -0.3% | +4.3% |
| 30D | +24.1% | -0.9% | +25.0% | +24.1% |
| 3M | -7.0% | -4.3% | -2.6% | -7.0% |
| 6M | +9.1% | -13.4% | +22.5% | +9.3% |
| YTD | -4.4% | -5.8% | +1.4% | -5.5% |
| 1Y | -0.8% | +2.1% | -2.8% | -2.6% |
| 3Y | +5.1% | +105.0% | -99.9% | -5.3% |
| 5Y | +20.4% | +122.5% | -102.1% | +5.9% |
| All | +161.1% | +219.1% | -58.0% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling