+739.4%
GLD vs ON
+1,418.2%
-678.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | -11.7% | +16.4% | +4.9% |
| 30D | -0.9% | -23.3% | +22.4% | -0.4% |
| 3M | -4.4% | -19.2% | +14.8% | -4.1% |
| 6M | -13.6% | -40.1% | +26.6% | -12.9% |
| YTD | -6.0% | +16.9% | -22.9% | -6.3% |
| 1Y | +1.8% | +29.7% | -28.0% | +1.3% |
| 3Y | +103.2% | -4.4% | +107.6% | +102.3% |
| 5Y | +119.3% | +7.1% | +112.3% | +117.3% |
| 10Y | +199.5% | +447.2% | -247.7% | +188.6% |
| All | +739.4% | +1,418.2% | -678.8% | +679.8% |
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