+1,561.2%
AJG vs GRMN
+6,819.4%
-5,258.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.5% | -2.0% |
| 7D | -8.3% | +2.4% | -10.7% | -8.7% |
| 30D | -5.7% | -8.5% | +2.8% | -4.2% |
| 3M | +9.1% | +19.5% | -10.4% | +5.2% |
| 6M | +15.2% | +21.2% | -6.0% | +10.6% |
| YTD | -6.3% | +41.0% | -47.3% | -12.7% |
| 1Y | -19.1% | +19.6% | -38.7% | -22.5% |
| 3Y | +8.2% | +183.8% | -175.6% | -13.6% |
| 5Y | +75.6% | +83.0% | -7.4% | +50.8% |
| 10Y | +471.1% | +675.8% | -204.7% | +283.9% |
| All | +1,561.2% | +6,819.4% | -5,258.2% | +734.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling