+459.5%
AJG vs GWRE
+131.0%
+328.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -8.3% | -13.2% | +5.0% | -5.6% |
| 30D | -5.7% | -18.6% | +12.9% | -2.4% |
| 3M | +9.1% | +18.9% | -9.8% | +4.2% |
| 6M | +15.2% | -11.0% | +26.2% | +15.2% |
| YTD | -6.3% | -29.9% | +23.6% | -2.1% |
| 1Y | -19.1% | -44.3% | +25.2% | -11.5% |
| 3Y | +8.2% | +51.7% | -43.4% | -9.4% |
| 5Y | +75.6% | +15.4% | +60.2% | +54.8% |
| All | +459.5% | +131.0% | +328.5% | +305.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling