+201.3%
ON vs GLDM
+216.5%
-15.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.5% |
| 7D | -4.1% | +2.9% | -7.0% | -5.0% |
| 30D | -10.2% | -3.9% | -6.3% | -9.2% |
| 3M | -12.7% | -8.1% | -4.6% | -10.6% |
| 6M | -32.5% | -14.7% | -17.9% | -29.8% |
| YTD | +28.6% | -6.6% | +35.1% | +31.2% |
| 1Y | +43.4% | -2.1% | +45.5% | +45.0% |
| 3Y | +3.3% | +107.7% | -104.4% | -12.1% |
| 5Y | +22.5% | +116.5% | -94.0% | +0.6% |
| All | +201.3% | +216.5% | -15.1% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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