+20,384.6%
GD vs AJG
+13,101.9%
+7,282.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +0.6% | -2.2% | +2.9% | +1.3% |
| 30D | +9.5% | +20.6% | -11.1% | +3.8% |
| 3M | -5.8% | +11.5% | -17.4% | -9.0% |
| 6M | +7.7% | +42.9% | -35.1% | -3.1% |
| YTD | +11.1% | +10.0% | +1.1% | +6.9% |
| 1Y | +6.1% | +11.9% | -5.8% | +1.5% |
| 3Y | +59.8% | +16.9% | +42.9% | +49.6% |
| 5Y | +104.6% | +82.5% | +22.1% | +68.5% |
| 10Y | +170.6% | +539.4% | -368.8% | +63.9% |
| All | +20,384.6% | +13,101.9% | +7,282.8% | +8,377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling