-13.1%
AON vs GFS
+37.2%
-50.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.0% |
| 7D | -9.1% | +1.0% | -10.1% | -9.0% |
| 30D | -10.2% | -8.6% | -1.7% | -11.1% |
| 3M | +0.5% | -46.5% | +47.0% | -6.1% |
| 6M | -4.8% | -4.8% | 0.0% | -7.1% |
| YTD | -8.0% | +29.7% | -37.6% | -7.4% |
| 1Y | -13.1% | +35.8% | -48.9% | -13.0% |
| All | -13.1% | +37.2% | -50.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling