-13.1%
AON vs GSK
+31.2%
-44.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -9.1% | -1.8% | -7.3% | -8.8% |
| 30D | -10.2% | -2.2% | -8.1% | -9.9% |
| 3M | +0.5% | -1.8% | +2.3% | +0.9% |
| 6M | -4.8% | -10.6% | +5.8% | -3.7% |
| YTD | -8.0% | +4.4% | -12.4% | -7.9% |
| 1Y | -13.1% | +30.4% | -43.5% | -16.0% |
| All | -13.1% | +31.2% | -44.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling