+459.5%
AJG vs CG
+314.7%
+144.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -8.3% | -9.9% | +1.6% | -6.1% |
| 30D | -5.7% | -11.7% | +6.0% | -3.1% |
| 3M | +9.1% | -4.3% | +13.4% | +9.6% |
| 6M | +15.2% | -8.8% | +24.0% | +16.6% |
| YTD | -6.3% | -26.9% | +20.6% | -0.6% |
| 1Y | -19.1% | -35.4% | +16.3% | -12.0% |
| 3Y | +8.2% | +43.0% | -34.8% | -7.8% |
| 5Y | +75.6% | +1.9% | +73.7% | +59.1% |
| All | +459.5% | +314.7% | +144.8% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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