+17.5%
AJG vs GTLB
+4.3%
+13.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.6% |
| 7D | +7.4% | -13.5% | +20.9% | +8.9% |
| 30D | +25.3% | -5.1% | +30.5% | +25.7% |
| 3M | +15.1% | +35.5% | -20.4% | +11.2% |
| 6M | +40.8% | +97.2% | -56.4% | +30.3% |
| YTD | +12.3% | +30.5% | -18.2% | +3.7% |
| 1Y | +17.5% | +6.9% | +10.6% | +7.9% |
| All | +17.5% | +4.3% | +13.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling