+137.1%
GLD vs AJG
+75.6%
+61.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -3.4% | -8.5% | +5.1% | -3.5% |
| 30D | -1.1% | -3.8% | +2.6% | -1.2% |
| 3M | +5.8% | +10.8% | -5.0% | +6.0% |
| 6M | -17.1% | +15.6% | -32.7% | -16.8% |
| YTD | 0.0% | -5.1% | +5.1% | +0.5% |
| 1Y | +18.2% | -16.0% | +34.3% | +19.1% |
| 3Y | +122.6% | +9.7% | +112.8% | +124.3% |
| 5Y | +137.1% | +77.8% | +59.3% | +148.1% |
| All | +137.1% | +75.6% | +61.5% | +148.1% |
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 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