+222.0%
ON vs GLDM
+248.1%
-26.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +2.4% | -0.5% | +3.0% | +2.6% |
| 30D | -3.3% | +4.4% | -7.7% | -4.5% |
| 3M | -43.6% | -1.1% | -42.5% | -43.5% |
| 6M | +19.0% | -13.7% | +32.6% | +22.4% |
| YTD | +37.4% | +2.8% | +34.6% | +36.4% |
| 1Y | +54.8% | +24.8% | +29.9% | +48.3% |
| 3Y | -25.2% | +127.8% | -153.0% | -38.0% |
| 5Y | +62.7% | +141.1% | -78.4% | +29.6% |
| All | +222.0% | +248.1% | -26.1% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling