+5,025.2%
AON vs GSK
+1,657.0%
+3,368.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.5% |
| 7D | -3.2% | -4.2% | +1.0% | -2.1% |
| 30D | -11.9% | -7.5% | -4.3% | -10.0% |
| 3M | -2.9% | -3.3% | +0.4% | -2.0% |
| 6M | -6.8% | -9.3% | +2.5% | -4.6% |
| YTD | -10.1% | +1.6% | -11.7% | -11.0% |
| 1Y | -14.2% | +25.5% | -39.7% | -20.2% |
| 3Y | -3.3% | +49.3% | -52.5% | -15.6% |
| 5Y | +13.6% | +46.7% | -33.1% | -1.5% |
| 10Y | +209.2% | +76.8% | +132.4% | +151.1% |
| All | +5,025.2% | +1,657.0% | +3,368.2% | +2,445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling