+113.8%
AON vs GH
+480.1%
-366.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -3.2% | -2.1% | -1.1% | -3.1% |
| 30D | -11.9% | -4.5% | -7.4% | -11.6% |
| 3M | -2.9% | +28.9% | -31.8% | -4.9% |
| 6M | -6.8% | +76.5% | -83.3% | -11.1% |
| YTD | -10.1% | +57.6% | -67.7% | -13.7% |
| 1Y | -14.2% | +167.5% | -181.8% | -21.3% |
| 3Y | -3.3% | +377.4% | -380.7% | -17.7% |
| 5Y | +13.6% | +23.8% | -10.2% | +3.0% |
| All | +113.8% | +480.1% | -366.3% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling