-13.3%
ONDS vs GLDM
+119.2%
-132.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.8% | +18.8% | +18.3% |
| 7D | -15.6% | +4.7% | -20.2% | -17.3% |
| 30D | -25.8% | -0.9% | -24.9% | -25.6% |
| 3M | -39.0% | -4.3% | -34.7% | -37.8% |
| 6M | -42.9% | -13.4% | -29.5% | -40.3% |
| YTD | -45.3% | -5.8% | -39.5% | -42.4% |
| 1Y | +1.6% | +2.1% | -0.4% | +6.7% |
| 3Y | +834.3% | +105.0% | +729.3% | +991.9% |
| 5Y | -43.8% | +122.5% | -166.3% | -36.4% |
| All | -13.3% | +119.2% | -132.5% | +0.3% |
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