+96.6%
GLD vs ON
+11.1%
+85.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.8% |
| 7D | -5.5% | +17.0% | -22.5% | -6.3% |
| 30D | -7.0% | -3.9% | -3.2% | -6.9% |
| 3M | -12.4% | -11.5% | -0.8% | -12.0% |
| 6M | -18.0% | -29.2% | +11.2% | -17.1% |
| YTD | -10.5% | +36.2% | -46.6% | -11.3% |
| 1Y | -8.1% | +49.6% | -57.7% | -9.2% |
| All | +96.6% | +11.1% | +85.5% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling