-20.0%
ONON vs GLDM
+145.3%
-165.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -3.0% | -0.5% | -2.4% | -2.9% |
| 30D | -26.7% | +4.4% | -31.1% | -27.4% |
| 3M | -25.3% | -1.1% | -24.2% | -25.3% |
| 6M | -35.3% | -13.7% | -21.6% | -33.6% |
| YTD | -39.8% | +2.8% | -42.5% | -40.5% |
| 1Y | -39.2% | +24.8% | -64.1% | -42.9% |
| 3Y | -4.2% | +127.8% | -132.1% | -25.0% |
| All | -20.0% | +145.3% | -165.4% | -44.2% |
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