-0.8%
GFS vs AJG
+57.6%
-58.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.2% | -8.5% | +11.7% | +4.3% |
| 30D | -9.6% | -3.8% | -5.8% | -9.3% |
| 3M | -38.5% | +10.8% | -49.3% | -40.6% |
| 6M | -1.3% | +15.6% | -16.9% | -6.2% |
| YTD | +31.8% | -5.1% | +36.9% | +32.9% |
| 1Y | +44.6% | -16.0% | +60.6% | +53.5% |
| 3Y | -20.6% | +9.7% | -30.4% | -32.3% |
| All | -0.8% | +57.6% | -58.4% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling