+409.4%
GE vs AJG
+74.4%
+335.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.3% |
| 7D | -4.0% | -8.3% | +4.3% | -1.2% |
| 30D | -11.4% | -5.7% | -5.7% | -9.8% |
| 3M | -2.6% | +9.1% | -11.7% | -6.8% |
| 6M | -0.3% | +15.2% | -15.5% | -7.2% |
| YTD | +5.4% | -6.3% | +11.7% | +6.6% |
| 1Y | +15.5% | -19.1% | +34.7% | +24.9% |
| 3Y | +260.8% | +8.2% | +252.5% | +227.1% |
| All | +409.4% | +74.4% | +335.0% | +246.2% |
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