+170.6%
GD vs AJG
+544.4%
-373.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +0.6% | -2.2% | +2.9% | +1.7% |
| 30D | +9.5% | +20.6% | -11.1% | 0.0% |
| 3M | -5.8% | +11.5% | -17.4% | -11.1% |
| 6M | +7.7% | +42.9% | -35.1% | -10.4% |
| YTD | +11.1% | +10.0% | +1.1% | +4.0% |
| 1Y | +6.1% | +11.9% | -5.8% | -1.7% |
| 3Y | +59.8% | +16.9% | +42.9% | +39.8% |
| 5Y | +104.6% | +82.5% | +22.1% | +34.5% |
| 10Y | +170.6% | +539.4% | -368.8% | -12.7% |
| All | +170.6% | +544.4% | -373.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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