+16.8%
AON vs GSK
+44.4%
-27.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.4% |
| 7D | +1.0% | +1.1% | -0.1% | +0.8% |
| 30D | +23.2% | +6.3% | +16.8% | +21.5% |
| 3M | -5.0% | +1.8% | -6.8% | -5.5% |
| 6M | +9.3% | +1.7% | +7.7% | +8.8% |
| YTD | -3.4% | +6.5% | -10.0% | -5.2% |
| 1Y | -2.9% | +9.5% | -12.4% | -5.3% |
| 3Y | +3.6% | +65.3% | -61.7% | -9.9% |
| All | +16.8% | +44.4% | -27.6% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling