+48.3%
AJG vs GGLL
-47.8%
+96.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.0% |
| 7D | +0.5% | +7.7% | -7.2% | +0.6% |
| 30D | +19.4% | -30.2% | +49.6% | +19.1% |
| 3M | +11.9% | -31.3% | +43.2% | +11.5% |
| 6M | +48.3% | -52.1% | +100.3% | +57.0% |
| All | +48.3% | -47.8% | +96.1% | +57.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling