+124.5%
GLD vs ONON
-6.6%
+131.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.8% | -1.6% |
| 7D | +0.7% | -1.7% | +2.4% | +0.8% |
| 30D | +0.3% | -27.4% | +27.7% | +1.5% |
| 3M | +0.6% | -26.5% | +27.1% | +1.7% |
| 6M | -15.6% | -34.2% | +18.6% | -14.6% |
| YTD | +0.9% | -41.3% | +42.2% | +2.3% |
| 1Y | +19.4% | -39.7% | +59.1% | +20.8% |
| 3Y | +124.5% | -7.8% | +132.3% | +124.1% |
| All | +124.5% | -6.6% | +131.1% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling