+1,790.6%
AJG vs BG
+1,169.9%
+620.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -8.3% | +3.1% | -11.4% | -8.7% |
| 30D | -5.7% | +10.2% | -15.9% | -7.1% |
| 3M | +9.1% | -1.7% | +10.8% | +9.0% |
| 6M | +15.2% | +1.0% | +14.2% | +14.5% |
| YTD | -6.3% | +39.9% | -46.2% | -11.6% |
| 1Y | -19.1% | +53.2% | -72.3% | -25.0% |
| 3Y | +8.2% | +16.3% | -8.0% | +3.7% |
| 5Y | +75.6% | +83.9% | -8.2% | +55.0% |
| 10Y | +471.1% | +165.1% | +306.0% | +361.4% |
| All | +1,790.6% | +1,169.9% | +620.7% | +1,225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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