+46.1%
AJG vs GGLL
+328.7%
-282.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.5% |
| 7D | -1.8% | -4.8% | +3.0% | -1.8% |
| 30D | +4.6% | -13.7% | +18.3% | +4.8% |
| 3M | +24.9% | -21.9% | +46.8% | +25.1% |
| 6M | +17.2% | +11.7% | +5.5% | +16.3% |
| YTD | +2.2% | +2.3% | -0.1% | +1.6% |
| 1Y | -11.5% | +76.2% | -87.7% | -13.8% |
| 3Y | +16.7% | +245.0% | -228.3% | +5.5% |
| All | +46.1% | +328.7% | -282.6% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling