+15.2%
AON vs GGLL
+328.7%
-313.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.2% |
| 7D | -9.1% | -4.8% | -4.3% | -9.0% |
| 30D | -10.2% | -13.7% | +3.4% | -10.1% |
| 3M | +0.5% | -21.9% | +22.3% | +0.8% |
| 6M | -4.8% | +11.7% | -16.5% | -5.7% |
| YTD | -8.0% | +2.3% | -10.3% | -8.6% |
| 1Y | -13.1% | +76.2% | -89.2% | -15.7% |
| 3Y | -1.3% | +245.0% | -246.3% | -11.7% |
| All | +15.2% | +328.7% | -313.4% | -1.9% |
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 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