+1,641.7%
AJG vs SPYG
+559.0%
+1,082.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -8.3% | -0.9% | -7.4% | -7.9% |
| 30D | -5.7% | -1.5% | -4.2% | -5.0% |
| 3M | +9.1% | +3.7% | +5.3% | +6.4% |
| 6M | +15.2% | +16.4% | -1.2% | +5.5% |
| YTD | -6.3% | +13.3% | -19.6% | -13.2% |
| 1Y | -19.1% | +17.9% | -37.0% | -26.9% |
| 3Y | +8.2% | +98.3% | -90.1% | -27.3% |
| 5Y | +75.6% | +86.4% | -10.8% | +20.6% |
| 10Y | +471.1% | +421.9% | +49.2% | +134.1% |
| All | +1,641.7% | +559.0% | +1,082.7% | +412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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