+7.3%
AON vs GFI
+524.1%
-516.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -6.3% | -4.9% | -1.5% | -6.3% |
| 30D | -14.1% | +10.7% | -24.8% | -14.2% |
| 3M | -9.5% | +25.6% | -35.1% | -9.7% |
| 6M | -4.0% | -8.3% | +4.2% | -3.8% |
| YTD | -13.8% | +6.3% | -20.1% | -14.3% |
| 1Y | -18.3% | +22.1% | -40.4% | -19.4% |
| 3Y | -7.2% | +289.2% | -296.4% | -14.4% |
| All | +7.3% | +524.1% | -516.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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