-22.0%
GFS vs AJG
+10.0%
-32.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +1.2% |
| 7D | +4.5% | -7.4% | +11.9% | +2.7% |
| 30D | -8.2% | -3.0% | -5.2% | -8.7% |
| 3M | -38.9% | +12.8% | -51.7% | -37.7% |
| 6M | -2.9% | +12.8% | -15.7% | -0.8% |
| YTD | +31.8% | -4.7% | +36.5% | +35.2% |
| 1Y | +43.1% | -17.2% | +60.3% | +50.3% |
| All | -22.0% | +10.0% | -32.0% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling