+151.3%
AON vs GLDM
+248.1%
-96.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -9.1% | -0.5% | -8.6% | -9.1% |
| 30D | -10.2% | +4.4% | -14.6% | -10.3% |
| 3M | +0.5% | -1.1% | +1.6% | +0.6% |
| 6M | -4.8% | -13.7% | +8.8% | -4.2% |
| YTD | -8.0% | +2.8% | -10.8% | -9.0% |
| 1Y | -13.1% | +24.8% | -37.9% | -15.8% |
| 3Y | -1.3% | +127.8% | -129.1% | -11.3% |
| 5Y | +14.9% | +141.1% | -126.2% | +1.3% |
| All | +151.3% | +248.1% | -96.8% | +128.7% |
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 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