+19,851.2%
GD vs AJG
+12,164.6%
+7,686.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -5.3% | -1.8% | -3.4% | -4.8% |
| 30D | -6.4% | +4.6% | -11.1% | -7.7% |
| 3M | +5.7% | +24.9% | -19.2% | -0.9% |
| 6M | -0.9% | +17.2% | -18.1% | -5.8% |
| YTD | +8.2% | +2.2% | +6.0% | +6.5% |
| 1Y | +13.4% | -11.5% | +24.9% | +16.0% |
| 3Y | +68.5% | +16.7% | +51.8% | +58.2% |
| 5Y | +97.2% | +89.6% | +7.5% | +61.0% |
| 10Y | +190.2% | +512.4% | -322.2% | +78.8% |
| All | +19,851.2% | +12,164.6% | +7,686.6% | +8,349.0% |
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