+38.0%
GEV vs AJG
+16.2%
+21.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.1% | -7.4% | -7.5% |
| 7D | -13.2% | +7.4% | -20.6% | -8.9% |
| 30D | -25.1% | +25.3% | -50.4% | -14.2% |
| 3M | -24.3% | +15.1% | -39.3% | -16.5% |
| 6M | -29.6% | +40.8% | -70.4% | -14.4% |
| YTD | +18.2% | +12.3% | +5.8% | +33.0% |
| 1Y | +38.0% | +17.5% | +20.5% | +60.3% |
| All | +38.0% | +16.2% | +21.8% | +60.3% |
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