+139.3%
GS vs AON
+19.9%
+119.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.3% |
| 7D | -3.2% | +4.4% | -7.6% | -4.2% |
| 30D | -2.4% | +24.1% | -26.5% | -7.7% |
| 3M | -15.7% | -7.0% | -8.8% | -14.4% |
| 6M | -6.8% | +9.1% | -15.9% | -10.5% |
| YTD | -0.1% | -4.4% | +4.4% | -0.2% |
| 1Y | +12.1% | -0.8% | +12.9% | +10.1% |
| 3Y | +185.8% | +5.1% | +180.7% | +171.1% |
| All | +139.3% | +19.9% | +119.5% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling