+213.3%
GLD vs ON
+552.1%
-338.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.6% |
| 7D | +0.7% | -2.2% | +2.9% | +0.8% |
| 30D | +0.3% | -12.4% | +12.7% | +0.6% |
| 3M | +0.6% | -41.2% | +41.8% | +1.7% |
| 6M | -15.6% | +25.0% | -40.6% | -15.9% |
| YTD | +0.9% | +31.3% | -30.4% | +0.4% |
| 1Y | +19.4% | +45.4% | -26.0% | +18.6% |
| 3Y | +124.5% | -27.4% | +151.9% | +124.2% |
| 5Y | +138.9% | +58.5% | +80.5% | +136.1% |
| 10Y | +213.3% | +561.8% | -348.5% | +212.3% |
| All | +213.3% | +552.1% | -338.8% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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