+2,064.0%
GS vs AON
+951.7%
+1,112.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +0.9% | -9.1% | +10.0% | +4.9% |
| 30D | -1.6% | -10.2% | +8.7% | +2.8% |
| 3M | -4.5% | +0.5% | -5.0% | -6.1% |
| 6M | +20.9% | -4.8% | +25.7% | +21.1% |
| YTD | +19.9% | -8.0% | +27.9% | +21.2% |
| 1Y | +41.4% | -13.1% | +54.5% | +46.2% |
| 3Y | +239.2% | -1.3% | +240.4% | +224.9% |
| 5Y | +185.0% | +14.9% | +170.1% | +151.2% |
| 10Y | +655.0% | +214.9% | +440.1% | +315.0% |
| All | +2,064.0% | +951.7% | +1,112.3% | +556.3% |
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 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