+58.5%
AJG vs GTLB
-49.8%
+108.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -8.5% | -4.1% | -4.4% | -8.3% |
| 30D | -3.8% | +12.3% | -16.1% | -4.5% |
| 3M | +10.8% | +65.9% | -55.1% | +7.3% |
| 6M | +15.6% | +104.0% | -88.4% | +10.2% |
| YTD | -5.1% | +26.0% | -31.2% | -7.3% |
| 1Y | -16.0% | -3.5% | -12.5% | -17.0% |
| 3Y | +9.7% | -9.6% | +19.4% | +6.7% |
| All | +58.5% | -49.8% | +108.3% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling