+118.6%
GLD vs ON
+5.6%
+112.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | -11.7% | +16.4% | +5.2% |
| 30D | -0.9% | -23.3% | +22.4% | +0.1% |
| 3M | -4.4% | -19.2% | +14.8% | -3.7% |
| 6M | -13.6% | -40.1% | +26.6% | -12.2% |
| YTD | -6.0% | +16.9% | -22.9% | -6.3% |
| 1Y | +1.8% | +29.7% | -28.0% | +1.2% |
| 3Y | +103.2% | -4.4% | +107.6% | +102.5% |
| All | +118.6% | +5.6% | +112.9% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling