+3.5%
AON vs GTLB
-49.8%
+53.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.9% |
| 7D | -5.9% | -4.1% | -1.8% | -5.6% |
| 30D | -13.7% | +12.3% | -26.0% | -14.4% |
| 3M | -8.3% | +65.9% | -74.2% | -11.6% |
| 6M | -3.6% | +104.0% | -107.6% | -8.8% |
| YTD | -12.4% | +26.0% | -38.4% | -14.6% |
| 1Y | -14.6% | -3.5% | -11.2% | -15.5% |
| 3Y | -5.7% | -9.6% | +3.9% | -8.5% |
| All | +3.5% | -49.8% | +53.3% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling