+15.9%
AJG vs GWW
+55.5%
-39.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.5% | -1.1% | +4.3% |
| 7D | +10.7% | +11.1% | -0.3% | +8.9% |
| 30D | +26.9% | +15.7% | +11.2% | +24.2% |
| 3M | +16.6% | +14.8% | +1.8% | +14.2% |
| 6M | +40.1% | +30.9% | +9.2% | +34.4% |
| YTD | +12.4% | +48.5% | -36.0% | +3.9% |
| 1Y | +15.9% | +57.1% | -41.2% | +5.8% |
| All | +15.9% | +55.5% | -39.5% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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