+8.0%
AON vs GPC
+30.9%
-22.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.7% |
| 7D | -7.9% | -0.6% | -7.3% | -7.8% |
| 30D | -14.6% | +1.3% | -15.9% | -14.9% |
| 3M | -7.9% | +37.1% | -45.0% | -15.3% |
| 6M | -8.0% | +23.2% | -31.2% | -13.1% |
| YTD | -13.2% | +13.1% | -26.3% | -17.1% |
| 1Y | -16.4% | +0.9% | -17.3% | -17.5% |
| 3Y | -6.7% | -0.8% | -5.9% | -9.9% |
| 5Y | +8.0% | +31.1% | -23.1% | -12.1% |
| All | +8.0% | +30.9% | -22.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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