+642.6%
GS vs AON
+207.5%
+435.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.8% |
| 7D | +3.4% | -3.2% | +6.6% | +4.9% |
| 30D | +0.2% | -11.9% | +12.1% | +5.6% |
| 3M | -0.3% | -2.9% | +2.5% | -0.7% |
| 6M | +27.4% | -6.8% | +34.2% | +28.7% |
| YTD | +19.6% | -10.1% | +29.7% | +22.2% |
| 1Y | +42.5% | -14.2% | +56.7% | +48.6% |
| 3Y | +240.4% | -3.3% | +243.7% | +225.9% |
| 5Y | +188.9% | +13.6% | +175.3% | +145.3% |
| 10Y | +642.6% | +209.2% | +433.4% | +243.8% |
| All | +642.6% | +207.5% | +435.0% | +243.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling