-19.1%
AJG vs FGI
+118.1%
-137.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.2% |
| 7D | -8.3% | +12.1% | -20.4% | -8.3% |
| 30D | -5.7% | +75.7% | -81.4% | -5.7% |
| 3M | +9.1% | +31.7% | -22.6% | +9.2% |
| 6M | +15.2% | +111.5% | -96.2% | +14.7% |
| YTD | -6.3% | +45.8% | -52.1% | -6.5% |
| 1Y | -19.1% | +112.5% | -131.6% | -20.1% |
| All | -19.1% | +118.1% | -137.2% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling