+206.1%
GLD vs ON
+533.9%
-327.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.3% |
| 7D | -4.6% | +12.2% | -16.8% | -4.9% |
| 30D | -5.5% | -3.1% | -2.3% | -5.4% |
| 3M | -10.9% | -12.9% | +2.0% | -10.7% |
| 6M | -17.4% | -38.6% | +21.2% | -16.7% |
| YTD | -10.3% | +31.2% | -41.5% | -10.8% |
| 1Y | -7.2% | +47.6% | -54.8% | -7.8% |
| 3Y | +96.9% | +6.6% | +90.3% | +95.7% |
| 5Y | +103.8% | +21.3% | +82.5% | +101.8% |
| All | +206.1% | +533.9% | -327.8% | +214.1% |
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