+459.5%
AJG vs GME
+285.6%
+173.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -5.0% | -1.3% |
| 7D | -8.3% | +10.4% | -18.7% | -8.3% |
| 30D | -5.7% | +14.1% | -19.8% | -5.8% |
| 3M | +9.1% | -4.6% | +13.7% | +9.1% |
| 6M | +15.2% | -13.5% | +28.7% | +15.3% |
| YTD | -6.3% | +5.3% | -11.6% | -6.4% |
| 1Y | -19.1% | -14.9% | -4.2% | -19.1% |
| 3Y | +8.2% | +24.3% | -16.0% | +6.5% |
| 5Y | +75.6% | -55.6% | +131.2% | +73.3% |
| All | +459.5% | +285.6% | +173.9% | +350.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling