-5.6%
AON vs GH
+367.9%
-373.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | -5.9% | -1.2% | -4.6% | -5.8% |
| 30D | -13.7% | -3.7% | -10.0% | -13.6% |
| 3M | -8.3% | +21.7% | -30.0% | -9.1% |
| 6M | -3.6% | +75.7% | -79.4% | -6.0% |
| YTD | -12.4% | +55.7% | -68.1% | -14.2% |
| 1Y | -14.6% | +181.1% | -195.8% | -18.8% |
| All | -5.6% | +367.9% | -373.5% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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