+7.3%
AON vs GH
+20.8%
-13.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.6% |
| 7D | -6.3% | -2.5% | -3.8% | -6.2% |
| 30D | -14.1% | -4.7% | -9.4% | -13.9% |
| 3M | -9.5% | +20.2% | -29.7% | -10.9% |
| 6M | -4.0% | +78.8% | -82.8% | -8.4% |
| YTD | -13.8% | +54.1% | -67.9% | -17.0% |
| 1Y | -18.3% | +177.1% | -195.4% | -25.1% |
| 3Y | -7.2% | +371.6% | -378.8% | -20.7% |
| All | +7.3% | +20.8% | -13.5% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling