+197.7%
AON vs GDDY
+207.2%
-9.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -2.1% |
| 7D | -6.3% | -3.2% | -3.1% | -5.7% |
| 30D | -14.1% | +6.8% | -20.9% | -15.7% |
| 3M | -9.5% | +30.5% | -39.9% | -15.8% |
| 6M | -4.0% | +13.3% | -17.3% | -8.1% |
| YTD | -13.8% | -21.0% | +7.2% | -10.6% |
| 1Y | -18.3% | -34.0% | +15.7% | -11.7% |
| 3Y | -7.2% | +33.1% | -40.3% | -18.4% |
| 5Y | +7.3% | +30.3% | -23.0% | -6.7% |
| All | +197.7% | +207.2% | -9.6% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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