+6.6%
ON vs GLDM
+126.2%
-119.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.8% | -12.4% | -11.8% |
| 7D | -16.3% | +1.9% | -18.1% | -16.8% |
| 30D | -27.0% | -1.7% | -25.3% | -26.6% |
| 3M | -18.1% | -3.5% | -14.5% | -17.1% |
| 6M | -38.6% | -10.1% | -28.6% | -36.7% |
| YTD | +16.4% | -5.0% | +21.4% | +18.5% |
| 1Y | +25.8% | +2.8% | +23.0% | +26.1% |
| 3Y | -7.7% | +105.1% | -112.8% | -23.0% |
| 5Y | +6.6% | +124.3% | -117.7% | -21.5% |
| All | +6.6% | +126.2% | -119.6% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling