+47.6%
ON vs GLDM
-8.0%
+55.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.7% |
| 7D | +12.2% | -4.6% | +16.9% | +14.8% |
| 30D | -3.1% | -5.5% | +2.3% | -0.5% |
| 3M | -12.9% | -10.9% | -2.0% | -7.9% |
| 6M | -38.6% | -17.3% | -21.3% | -33.6% |
| YTD | +31.2% | -10.2% | +41.4% | +38.3% |
| 1Y | +47.6% | -6.9% | +54.6% | +53.1% |
| All | +47.6% | -8.0% | +55.6% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling