+123.5%
GLD vs AJG
+8.2%
+115.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | -2.0% | -8.3% | +6.3% | -2.2% |
| 30D | -1.5% | -5.7% | +4.2% | -1.7% |
| 3M | +3.2% | +9.1% | -5.9% | +3.6% |
| 6M | -16.3% | +15.2% | -31.5% | -15.9% |
| YTD | +0.6% | -6.3% | +6.9% | +1.5% |
| 1Y | +19.1% | -19.1% | +38.2% | +20.9% |
| 3Y | +123.5% | +8.2% | +115.3% | +124.1% |
| All | +123.5% | +8.2% | +115.3% | +124.1% |
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