+57.7%
GEV vs AJG
-12.9%
+70.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.7% |
| 7D | +3.3% | -1.8% | +5.1% | +2.4% |
| 30D | -7.5% | +4.6% | -12.1% | -5.3% |
| 3M | -2.2% | +24.9% | -27.1% | +8.0% |
| 6M | +12.1% | +17.2% | -5.1% | +22.1% |
| YTD | +44.4% | +2.2% | +42.2% | +51.4% |
| 1Y | +57.7% | -11.5% | +69.2% | +65.8% |
| All | +57.7% | -12.9% | +70.6% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling