+109.7%
GLD vs ONON
-7.5%
+117.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -2.0% | -10.1% | +8.2% | -1.7% |
| 30D | -4.4% | -1.8% | -2.6% | -4.4% |
| 3M | -8.9% | +12.3% | -21.2% | -9.2% |
| 6M | -16.0% | +2.0% | -18.0% | -16.1% |
| YTD | -7.9% | -25.3% | +17.5% | -7.5% |
| 1Y | -3.9% | -1.3% | -2.5% | -4.1% |
| 3Y | +103.4% | +29.0% | +74.4% | +101.2% |
| 5Y | +109.7% | -6.2% | +115.9% | +105.3% |
| All | +109.7% | -7.5% | +117.2% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling