+6.2%
AON vs GTLB
-50.0%
+56.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -1.9% |
| 7D | -3.2% | +4.6% | -7.8% | -3.5% |
| 30D | -11.9% | +21.0% | -32.9% | -13.1% |
| 3M | -2.9% | +51.7% | -54.6% | -5.9% |
| 6M | -6.8% | +89.3% | -96.1% | -11.4% |
| YTD | -10.1% | +25.6% | -35.7% | -12.3% |
| 1Y | -14.2% | -1.5% | -12.7% | -15.3% |
| 3Y | -3.3% | -9.9% | +6.7% | -6.1% |
| All | +6.2% | -50.0% | +56.1% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling