+17.5%
AJG vs GWRE
-24.6%
+42.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +7.4% | +4.5% | +2.9% | +6.5% |
| 30D | +25.3% | +1.7% | +23.6% | +24.9% |
| 3M | +15.1% | +4.4% | +10.7% | +12.7% |
| 6M | +40.8% | +19.5% | +21.3% | +32.5% |
| YTD | +12.3% | -16.7% | +29.1% | +10.1% |
| 1Y | +17.5% | -24.0% | +41.5% | +18.0% |
| All | +17.5% | -24.6% | +42.1% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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