+459.5%
AJG vs GPC
+86.4%
+373.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -8.3% | -3.2% | -5.1% | -7.2% |
| 30D | -5.7% | +0.5% | -6.2% | -5.8% |
| 3M | +9.1% | +31.7% | -22.7% | -1.5% |
| 6M | +15.2% | +24.7% | -9.5% | +5.6% |
| YTD | -6.3% | +11.8% | -18.1% | -11.6% |
| 1Y | -19.1% | -3.0% | -16.1% | -19.6% |
| 3Y | +8.2% | -1.1% | +9.3% | +2.9% |
| 5Y | +75.6% | +30.5% | +45.1% | +45.8% |
| All | +459.5% | +86.4% | +373.1% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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