-37.6%
GIS vs AJG
+8.2%
-45.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -6.4% | -8.3% | +1.9% | -4.3% |
| 30D | -6.1% | -5.7% | -0.4% | -4.7% |
| 3M | +7.8% | +9.1% | -1.2% | +6.1% |
| 6M | -8.8% | +15.2% | -24.0% | -11.4% |
| YTD | -19.1% | -6.3% | -12.8% | -17.8% |
| 1Y | -24.8% | -19.1% | -5.6% | -20.6% |
| 3Y | -37.6% | +8.2% | -45.8% | -40.1% |
| All | -37.6% | +8.2% | -45.7% | -40.1% |
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