+17.5%
AJG vs GGLL
+166.5%
-149.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.0% |
| 7D | +0.5% | +7.7% | -7.2% | +0.7% |
| 30D | +19.4% | -30.2% | +49.6% | +18.4% |
| 3M | +11.9% | -31.3% | +43.2% | +10.9% |
| 6M | +48.3% | -52.1% | +100.3% | +45.7% |
| YTD | +10.3% | -25.9% | +36.2% | +9.7% |
| 1Y | +11.5% | -8.5% | +20.0% | +11.3% |
| 3Y | +17.5% | +165.5% | -148.0% | +15.6% |
| All | +17.5% | +166.5% | -149.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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