-13.4%
AON vs GGLL
+72.6%
-86.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -3.2% | +1.9% | -5.1% | -3.1% |
| 30D | -11.9% | -9.7% | -2.1% | -12.4% |
| 3M | -2.9% | -18.0% | +15.2% | -3.8% |
| 6M | -6.8% | +15.3% | -22.1% | -5.7% |
| YTD | -10.1% | +2.2% | -12.3% | -9.4% |
| All | -13.4% | +72.6% | -86.0% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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