-5.6%
AON vs GFS
-21.4%
+15.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -5.9% | +3.2% | -9.1% | -5.8% |
| 30D | -13.7% | -9.6% | -4.1% | -13.9% |
| 3M | -8.3% | -38.5% | +30.2% | -9.4% |
| 6M | -3.6% | -1.3% | -2.3% | -5.8% |
| YTD | -12.4% | +31.8% | -44.2% | -15.3% |
| 1Y | -14.6% | +44.6% | -59.2% | -18.1% |
| All | -5.6% | -21.4% | +15.8% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling