+67.4%
AJG vs FGI
-69.1%
+136.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.2% | -2.9% |
| 7D | -7.4% | +14.7% | -22.1% | -7.5% |
| 30D | -3.0% | +67.0% | -69.9% | -3.9% |
| 3M | +12.8% | +31.0% | -18.2% | +12.0% |
| 6M | +12.8% | +126.8% | -114.0% | +10.2% |
| YTD | -4.7% | +35.6% | -40.4% | -6.2% |
| 1Y | -17.2% | +108.9% | -126.1% | -20.5% |
| 3Y | +10.2% | -0.3% | +10.4% | +6.4% |
| All | +67.4% | -69.1% | +136.5% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling