-2.3%
ONON vs GLDM
+121.8%
-124.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +10.6% | +4.7% | +5.9% | +9.5% |
| 30D | +12.5% | -0.9% | +13.3% | +12.6% |
| 3M | +0.1% | -4.3% | +4.4% | +0.9% |
| 6M | +3.6% | -13.4% | +17.0% | +6.7% |
| YTD | -19.6% | -5.8% | -13.8% | -19.3% |
| 1Y | +5.2% | +2.1% | +3.2% | +3.5% |
| 3Y | +33.1% | +105.0% | -71.9% | +2.1% |
| All | -2.3% | +121.8% | -124.1% | -37.1% |
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 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