+64.7%
AJG vs FGI
-66.8%
+131.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.2% |
| 7D | -8.3% | +12.1% | -20.4% | -8.4% |
| 30D | -5.7% | +75.7% | -81.4% | -6.6% |
| 3M | +9.1% | +31.7% | -22.6% | +8.3% |
| 6M | +15.2% | +111.5% | -96.2% | +12.8% |
| YTD | -6.3% | +45.8% | -52.1% | -7.8% |
| 1Y | -19.1% | +112.5% | -131.6% | -22.3% |
| 3Y | +8.2% | +8.5% | -0.3% | +4.4% |
| All | +64.7% | -66.8% | +131.5% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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