+816.6%
GLD vs ON
+1,683.7%
-867.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -0.5% | +2.4% | -3.0% | -0.6% |
| 30D | +4.4% | -3.3% | +7.7% | +4.5% |
| 3M | -1.1% | -43.6% | +42.5% | -0.2% |
| 6M | -13.8% | +19.0% | -32.7% | -14.1% |
| YTD | +2.6% | +37.4% | -34.7% | +2.0% |
| 1Y | +24.5% | +54.8% | -30.3% | +23.5% |
| 3Y | +125.8% | -25.2% | +151.0% | +125.4% |
| 5Y | +137.8% | +62.7% | +75.1% | +134.1% |
| 10Y | +221.4% | +574.3% | -353.0% | +208.6% |
| All | +816.6% | +1,683.7% | -867.1% | +749.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling