-11.5%
AJG vs TRGP
+80.7%
-92.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.6% |
| 7D | -1.8% | +0.8% | -2.6% | -1.8% |
| 30D | +4.6% | +11.5% | -6.9% | +5.5% |
| 3M | +24.9% | +9.0% | +15.9% | +25.6% |
| 6M | +17.2% | +20.5% | -3.3% | +18.9% |
| YTD | +2.2% | +59.5% | -57.4% | +4.2% |
| 1Y | -11.5% | +77.9% | -89.4% | -9.9% |
| All | -11.5% | +80.7% | -92.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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