+207.6%
ON vs GLDM
+204.4%
+3.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.7% |
| 7D | +12.2% | -4.6% | +16.9% | +13.8% |
| 30D | -3.1% | -5.5% | +2.3% | -1.6% |
| 3M | -12.9% | -10.9% | -2.0% | -10.0% |
| 6M | -38.6% | -17.3% | -21.3% | -35.4% |
| YTD | +31.2% | -10.2% | +41.4% | +35.4% |
| 1Y | +47.6% | -6.9% | +54.6% | +51.2% |
| 3Y | +6.6% | +98.7% | -92.0% | -8.2% |
| 5Y | +21.3% | +106.7% | -85.5% | +0.8% |
| All | +207.6% | +204.4% | +3.3% | +143.8% |
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