-5.5%
ONON vs GLDM
+114.2%
-119.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.9% | -4.1% |
| 7D | -11.9% | -5.5% | -6.4% | -10.7% |
| 30D | -6.8% | -7.0% | +0.2% | -5.3% |
| 3M | +6.6% | -12.3% | +18.9% | +9.6% |
| 6M | -2.2% | -17.9% | +15.7% | +1.7% |
| YTD | -28.9% | -10.3% | -18.6% | -27.7% |
| 1Y | -20.3% | -7.8% | -12.6% | -19.6% |
| 3Y | +22.9% | +99.5% | -76.5% | -0.9% |
| 5Y | -11.1% | +106.5% | -117.6% | -38.6% |
| All | -5.5% | +114.2% | -119.7% | -32.1% |
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 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