+699.7%
GLD vs AON
+1,971.8%
-1,272.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -5.5% | -3.2% | -2.3% | -5.5% |
| 30D | -7.0% | +21.7% | -28.7% | -6.8% |
| 3M | -12.4% | -5.1% | -7.2% | -12.4% |
| 6M | -18.0% | +5.9% | -23.9% | -18.0% |
| YTD | -10.5% | -4.8% | -5.6% | -10.4% |
| 1Y | -8.1% | -4.1% | -4.0% | -8.0% |
| 3Y | +97.7% | +2.0% | +95.7% | +97.6% |
| 5Y | +103.4% | +15.2% | +88.2% | +103.3% |
| 10Y | +203.1% | +229.5% | -26.5% | +207.0% |
| All | +699.7% | +1,971.8% | -1,272.1% | +705.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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