+75.2%
AJG vs GRMN
+81.6%
-6.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.5% | -2.1% |
| 7D | -8.3% | +2.4% | -10.7% | -8.7% |
| 30D | -5.7% | -8.5% | +2.8% | -4.1% |
| 3M | +9.1% | +19.5% | -10.4% | +4.8% |
| 6M | +15.2% | +21.2% | -6.0% | +10.1% |
| YTD | -6.3% | +41.0% | -47.3% | -13.6% |
| 1Y | -19.1% | +19.6% | -38.7% | -22.8% |
| 3Y | +8.2% | +183.8% | -175.6% | -22.9% |
| All | +75.2% | +81.6% | -6.4% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 5y: compounded portfolio wealth divided by compounded GRMN 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…
5y analysis · Full analysis span regression · 6 months rolling