+459.5%
AJG vs RSG
+428.9%
+30.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.8% |
| 7D | -8.3% | 0.0% | -8.3% | -8.3% |
| 30D | -5.7% | +4.0% | -9.6% | -8.2% |
| 3M | +9.1% | +7.4% | +1.7% | +3.9% |
| 6M | +15.2% | +0.1% | +15.1% | +14.8% |
| YTD | -6.3% | +6.0% | -12.3% | -10.7% |
| 1Y | -19.1% | -3.0% | -16.1% | -17.9% |
| 3Y | +8.2% | +56.5% | -48.3% | -23.8% |
| 5Y | +75.6% | +90.9% | -15.3% | +5.2% |
| All | +459.5% | +428.9% | +30.6% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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