+789.6%
AJG vs CG
+313.7%
+475.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -8.5% | -9.8% | +1.3% | -6.5% |
| 30D | -3.8% | -10.3% | +6.5% | -1.6% |
| 3M | +10.8% | -1.7% | +12.5% | +10.7% |
| 6M | +15.6% | -9.8% | +25.4% | +17.3% |
| YTD | -5.1% | -25.6% | +20.5% | 0.0% |
| 1Y | -16.0% | -32.5% | +16.5% | -9.9% |
| 3Y | +9.7% | +45.6% | -35.9% | -5.3% |
| 5Y | +77.8% | +3.7% | +74.2% | +61.8% |
| 10Y | +478.2% | +321.1% | +157.2% | +276.8% |
| All | +789.6% | +313.7% | +475.9% | +479.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling