+260.8%
GE vs AJG
+8.2%
+252.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.1% |
| 7D | -4.0% | -8.3% | +4.3% | -2.5% |
| 30D | -11.4% | -5.7% | -5.7% | -10.5% |
| 3M | -2.6% | +9.1% | -11.7% | -5.3% |
| 6M | -0.3% | +15.2% | -15.5% | -4.6% |
| YTD | +5.4% | -6.3% | +11.7% | +6.7% |
| 1Y | +15.5% | -19.1% | +34.7% | +22.8% |
| 3Y | +260.8% | +8.2% | +252.5% | +231.0% |
| All | +260.8% | +8.2% | +252.6% | +231.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling