+7.2%
GEHC vs AJG
+30.9%
-23.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -7.2% | -8.3% | +1.1% | -4.6% |
| 30D | -11.6% | -5.7% | -5.9% | -10.0% |
| 3M | -0.8% | +9.1% | -9.9% | -3.1% |
| 6M | -11.9% | +15.2% | -27.1% | -15.4% |
| YTD | -21.9% | -6.3% | -15.6% | -20.7% |
| 1Y | -17.8% | -19.1% | +1.3% | -12.6% |
| 3Y | -3.5% | +8.2% | -11.8% | -5.5% |
| All | +7.2% | +30.9% | -23.7% | -6.2% |
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 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