+2,780.0%
GE vs AJG
+11,335.6%
-8,555.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -1.7% |
| 7D | -1.2% | -7.4% | +6.1% | +1.8% |
| 30D | -11.3% | -3.0% | -8.3% | -10.4% |
| 3M | -1.4% | +12.8% | -14.2% | -7.0% |
| 6M | +1.2% | +12.8% | -11.6% | -5.1% |
| YTD | +5.9% | -4.7% | +10.7% | +5.7% |
| 1Y | +18.4% | -17.2% | +35.6% | +24.5% |
| 3Y | +271.0% | +10.2% | +260.8% | +243.1% |
| 5Y | +417.9% | +76.9% | +341.0% | +292.9% |
| 10Y | +152.0% | +480.5% | -328.6% | +23.3% |
| All | +2,780.0% | +11,335.6% | -8,555.6% | +598.8% |
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 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