+136.2%
GLD vs ONON
-24.2%
+160.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -3.4% | -5.3% | +1.9% | -3.3% |
| 30D | -1.1% | -13.1% | +12.0% | -0.8% |
| 3M | +5.8% | -29.3% | +35.2% | +6.6% |
| 6M | -17.1% | -34.5% | +17.5% | -16.4% |
| YTD | 0.0% | -42.2% | +42.2% | +0.9% |
| 1Y | +18.2% | -37.3% | +55.6% | +19.1% |
| 3Y | +122.6% | -9.3% | +131.8% | +122.3% |
| All | +136.2% | -24.2% | +160.3% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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