+11,220.1%
AJG vs GPC
+2,291.6%
+8,928.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.1% |
| 7D | -7.4% | -0.6% | -6.8% | -7.2% |
| 30D | -3.0% | +1.3% | -4.3% | -3.4% |
| 3M | +12.8% | +37.1% | -24.3% | +1.3% |
| 6M | +12.8% | +23.2% | -10.3% | +4.5% |
| YTD | -4.7% | +13.1% | -17.8% | -10.0% |
| 1Y | -17.2% | +0.9% | -18.1% | -18.7% |
| 3Y | +10.2% | -0.8% | +11.0% | +5.4% |
| 5Y | +76.9% | +31.1% | +45.8% | +52.5% |
| 10Y | +480.5% | +87.4% | +393.1% | +325.2% |
| All | +11,220.1% | +2,291.6% | +8,928.5% | +4,852.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling