+17.7%
GFS vs AJG
+19.3%
-1.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.5% | -11.4% | -2.1% |
| 7D | -12.5% | +10.7% | -23.3% | -5.6% |
| 30D | -16.9% | +26.9% | -43.8% | -1.7% |
| 3M | -22.3% | +16.6% | -38.8% | -12.4% |
| 6M | -40.2% | +40.1% | -80.4% | -24.2% |
| YTD | +16.0% | +12.4% | +3.5% | +32.0% |
| 1Y | +17.7% | +15.9% | +1.7% | +37.3% |
| All | +17.7% | +19.3% | -1.7% | +37.3% |
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