+459.5%
AJG vs GDDY
+207.2%
+252.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.7% |
| 7D | -8.3% | -3.2% | -5.1% | -7.6% |
| 30D | -5.7% | +6.8% | -12.5% | -7.5% |
| 3M | +9.1% | +30.5% | -21.4% | +1.1% |
| 6M | +15.2% | +13.3% | +1.9% | +10.2% |
| YTD | -6.3% | -21.0% | +14.7% | -2.4% |
| 1Y | -19.1% | -34.0% | +14.9% | -12.0% |
| 3Y | +8.2% | +33.1% | -24.8% | -5.8% |
| 5Y | +75.6% | +30.3% | +45.3% | +50.6% |
| All | +459.5% | +207.2% | +252.3% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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