+11,036.6%
AJG vs GFI
+650.5%
+10,386.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | +9.1% | +25.6% | -16.5% | +8.5% |
| 6M | +15.2% | -8.3% | +23.5% | +15.2% |
| 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% | +3.9% |
| 5Y | +75.6% | +531.7% | -456.0% | +65.9% |
| 10Y | +471.1% | +1,043.8% | -572.7% | +427.1% |
| All | +11,036.6% | +650.5% | +10,386.1% | +10,117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling