+1,284.8%
AJG vs GME
+1,158.5%
+126.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.5% |
| 7D | -8.5% | +6.0% | -14.5% | -8.7% |
| 30D | -3.8% | +8.3% | -12.1% | -4.0% |
| 3M | +10.8% | -9.1% | +19.9% | +11.1% |
| 6M | +15.6% | -16.3% | +31.9% | +16.1% |
| YTD | -5.1% | +1.5% | -6.7% | -5.3% |
| 1Y | -16.0% | -16.3% | +0.3% | -15.8% |
| 3Y | +9.7% | +15.1% | -5.4% | +4.5% |
| 5Y | +77.8% | -57.2% | +135.0% | +71.0% |
| 10Y | +478.2% | +274.5% | +203.7% | +263.9% |
| All | +1,284.8% | +1,158.5% | +126.3% | +586.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling