+174.1%
ON vs GLDM
+219.1%
-45.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -11.7% | +4.7% | -16.3% | -12.9% |
| 30D | -23.3% | -0.9% | -22.4% | -23.1% |
| 3M | -19.2% | -4.3% | -14.9% | -18.1% |
| 6M | -40.1% | -13.4% | -26.7% | -37.9% |
| YTD | +16.9% | -5.8% | +22.7% | +19.0% |
| 1Y | +29.7% | +2.1% | +27.7% | +30.0% |
| 3Y | -4.4% | +105.0% | -109.4% | -18.5% |
| 5Y | +7.1% | +122.5% | -115.4% | -12.6% |
| All | +174.1% | +219.1% | -45.0% | +114.3% |
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