+531.4%
AJG vs GDDY
+390.3%
+141.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | +9.1% | +30.5% | -21.4% | +2.3% |
| 6M | +15.2% | +13.3% | +1.9% | +11.0% |
| YTD | -6.3% | -21.0% | +14.7% | -3.1% |
| 1Y | -19.1% | -34.0% | +14.9% | -13.2% |
| 3Y | +8.2% | +33.1% | -24.8% | -2.8% |
| 5Y | +75.6% | +30.3% | +45.3% | +56.1% |
| 10Y | +471.1% | +205.5% | +265.6% | +341.3% |
| All | +531.4% | +390.3% | +141.1% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling