+5,404.7%
AON vs GPC
+2,081.1%
+3,323.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +23.2% | -6.3% | +29.5% | +26.2% |
| 3M | -5.0% | -8.2% | +3.1% | -1.9% |
| 6M | +9.3% | +27.1% | -17.7% | -1.4% |
| YTD | -3.4% | +3.1% | -6.5% | -6.7% |
| 1Y | -2.9% | +0.1% | -2.9% | -5.2% |
| 3Y | +3.6% | +0.2% | +3.4% | -2.4% |
| 5Y | +16.9% | +4.9% | +12.0% | +6.2% |
| 10Y | +234.4% | +75.2% | +159.2% | +128.1% |
| All | +5,404.7% | +2,081.1% | +3,323.5% | +1,352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling