+20.3%
AON vs GGLL
+194.0%
-173.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +1.9% | +5.1% | -3.2% | +1.8% |
| 30D | +23.3% | -35.5% | +58.8% | +23.9% |
| 3M | -5.5% | -39.2% | +33.6% | -5.0% |
| 6M | +8.0% | -54.4% | +62.4% | +9.1% |
| YTD | -4.0% | -29.8% | +25.9% | -4.2% |
| 1Y | -1.7% | -20.4% | +18.7% | -2.5% |
| 3Y | +2.9% | +149.7% | -146.8% | -8.1% |
| All | +20.3% | +194.0% | -173.8% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling