+92.2%
GD vs AJG
+77.5%
+14.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.2% |
| 7D | -3.1% | -7.4% | +4.3% | -0.8% |
| 30D | -10.9% | -3.0% | -8.0% | -10.2% |
| 3M | +2.5% | +12.8% | -10.4% | -2.0% |
| 6M | -1.7% | +12.8% | -14.5% | -6.3% |
| YTD | +6.1% | -4.7% | +10.9% | +6.9% |
| 1Y | +11.7% | -17.2% | +28.9% | +18.3% |
| 3Y | +71.8% | +10.2% | +61.6% | +58.6% |
| 5Y | +92.2% | +76.9% | +15.3% | +42.8% |
| All | +92.2% | +77.5% | +14.7% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling