+8.2%
AJG vs GDDY
+30.8%
-22.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.6% |
| 7D | -8.3% | -3.2% | -5.1% | -7.7% |
| 30D | -5.7% | +6.8% | -12.5% | -7.0% |
| 3M | +9.1% | +30.5% | -21.4% | +3.9% |
| 6M | +15.2% | +13.3% | +1.9% | +11.8% |
| YTD | -6.3% | -21.0% | +14.7% | -5.3% |
| 1Y | -19.1% | -34.0% | +14.9% | -16.4% |
| 3Y | +8.2% | +33.1% | -24.8% | +3.8% |
| All | +8.2% | +30.8% | -22.5% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling