+75.2%
AJG vs GFI
+524.1%
-448.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.2% |
| 7D | -8.3% | -4.9% | -3.4% | -8.2% |
| 30D | -5.7% | +10.7% | -16.4% | -5.7% |
| 3M | +9.1% | +25.6% | -16.5% | +9.0% |
| 6M | +15.2% | -8.3% | +23.5% | +15.4% |
| YTD | -6.3% | +6.3% | -12.6% | -6.7% |
| 1Y | -19.1% | +22.1% | -41.2% | -19.9% |
| 3Y | +8.2% | +289.2% | -281.0% | +2.2% |
| All | +75.2% | +524.1% | -448.9% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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