+1.8%
AON vs GTLB
-50.1%
+51.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -6.3% | -5.7% | -0.6% | -5.9% |
| 30D | -14.1% | +15.1% | -29.2% | -15.0% |
| 3M | -9.5% | +65.5% | -74.9% | -12.8% |
| 6M | -4.0% | +102.9% | -106.9% | -9.1% |
| YTD | -13.8% | +25.2% | -39.0% | -15.9% |
| 1Y | -18.3% | -5.5% | -12.8% | -19.0% |
| 3Y | -7.2% | -10.9% | +3.7% | -9.8% |
| All | +1.8% | -50.1% | +51.9% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling