+1,496.0%
AJG vs DG
+560.3%
+935.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -8.3% | -6.5% | -1.8% | -7.2% |
| 30D | -5.7% | +4.2% | -9.8% | -6.4% |
| 3M | +9.1% | +9.5% | -0.4% | +7.3% |
| 6M | +15.2% | -13.1% | +28.4% | +17.5% |
| YTD | -6.3% | -4.8% | -1.5% | -6.0% |
| 1Y | -19.1% | +20.6% | -39.7% | -22.3% |
| 3Y | +8.2% | +4.9% | +3.3% | +2.9% |
| 5Y | +75.6% | -37.9% | +113.5% | +85.4% |
| 10Y | +471.1% | +102.2% | +368.9% | +376.5% |
| All | +1,496.0% | +560.3% | +935.7% | +944.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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