-18.0%
GLD vs ONON
+3.0%
-21.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.9% | -2.4% |
| 7D | -5.5% | -11.9% | +6.4% | -4.5% |
| 30D | -7.0% | -6.8% | -0.2% | -6.3% |
| 3M | -12.4% | +6.6% | -19.0% | -12.5% |
| 6M | -18.0% | -2.2% | -15.8% | -19.1% |
| All | -18.0% | +3.0% | -21.0% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling