+75.2%
AJG vs CG
-2.7%
+77.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -8.3% | -9.9% | +1.6% | -6.7% |
| 30D | -5.7% | -11.7% | +6.0% | -3.9% |
| 3M | +9.1% | -4.3% | +13.4% | +9.5% |
| 6M | +15.2% | -8.8% | +24.0% | +16.3% |
| YTD | -6.3% | -26.9% | +20.6% | -2.1% |
| 1Y | -19.1% | -35.4% | +16.3% | -13.9% |
| 3Y | +8.2% | +43.0% | -34.8% | -4.6% |
| All | +75.2% | -2.7% | +77.9% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling