+1,228.6%
AON vs GPN
+2,487.0%
-1,258.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -6.3% | -4.6% | -1.7% | -5.1% |
| 30D | -14.1% | -0.3% | -13.8% | -14.1% |
| 3M | -9.5% | +35.4% | -44.9% | -16.6% |
| 6M | -4.0% | +21.7% | -25.7% | -9.5% |
| YTD | -13.8% | +14.9% | -28.7% | -18.1% |
| 1Y | -18.3% | +3.2% | -21.5% | -20.4% |
| 3Y | -7.2% | -27.1% | +20.0% | -3.6% |
| 5Y | +7.3% | -44.4% | +51.7% | +16.7% |
| 10Y | +203.6% | +27.0% | +176.6% | +159.6% |
| All | +1,228.6% | +2,487.0% | -1,258.4% | +572.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling