+13.2%
AJG vs FGI
-3.5%
+16.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.0% |
| 7D | -3.8% | +5.2% | -8.9% | -3.8% |
| 30D | +1.6% | +65.2% | -63.6% | +1.4% |
| 3M | +18.6% | +30.2% | -11.5% | +18.5% |
| 6M | +10.9% | +87.8% | -76.9% | +10.2% |
| YTD | -2.0% | +32.5% | -34.4% | -2.3% |
| 1Y | -14.9% | +93.6% | -108.5% | -16.1% |
| All | +13.2% | -3.5% | +16.8% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling