-7.2%
AON vs GPN
-27.4%
+20.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -6.3% | -4.3% | -2.0% | -5.6% |
| 30D | -14.1% | 0.0% | -14.1% | -14.1% |
| 3M | -9.5% | +35.8% | -45.3% | -14.0% |
| 6M | -4.0% | +22.0% | -26.0% | -7.6% |
| YTD | -13.8% | +15.2% | -29.0% | -16.3% |
| 1Y | -18.3% | +3.5% | -21.8% | -19.3% |
| 3Y | -7.2% | -26.9% | +19.7% | -4.4% |
| All | -7.2% | -27.4% | +20.2% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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