+56.5%
AJG vs GTLB
-50.1%
+106.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.2% |
| 7D | -8.3% | -5.7% | -2.6% | -7.9% |
| 30D | -5.7% | +15.1% | -20.8% | -6.5% |
| 3M | +9.1% | +65.5% | -56.4% | +5.6% |
| 6M | +15.2% | +102.9% | -87.7% | +9.9% |
| YTD | -6.3% | +25.2% | -31.5% | -8.4% |
| 1Y | -19.1% | -5.5% | -13.6% | -19.9% |
| 3Y | +8.2% | -10.9% | +19.1% | +5.3% |
| All | +56.5% | -50.1% | +106.7% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling