+11,175.1%
AJG vs GAP
+2,098.4%
+9,076.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -8.5% | -6.3% | -2.2% | -7.8% |
| 30D | -3.8% | -0.2% | -3.5% | -3.8% |
| 3M | +10.8% | 0.0% | +10.8% | +10.6% |
| 6M | +15.6% | -8.1% | +23.7% | +16.0% |
| YTD | -5.1% | -16.5% | +11.3% | -3.9% |
| 1Y | -16.0% | -10.5% | -5.6% | -15.9% |
| 3Y | +9.7% | +104.0% | -94.2% | -4.9% |
| 5Y | +77.8% | +6.8% | +71.1% | +61.0% |
| 10Y | +478.2% | +26.9% | +451.3% | +368.8% |
| All | +11,175.1% | +2,098.4% | +9,076.7% | +7,111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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