+800.7%
GLD vs AJG
+1,511.8%
-711.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.8% |
| 7D | +0.7% | -3.8% | +4.5% | +0.7% |
| 30D | +0.3% | +1.6% | -1.3% | +0.3% |
| 3M | +0.6% | +18.6% | -18.0% | +0.8% |
| 6M | -15.6% | +10.9% | -26.5% | -15.4% |
| YTD | +0.9% | -2.0% | +2.8% | +1.0% |
| 1Y | +19.4% | -14.9% | +34.3% | +19.5% |
| 3Y | +124.5% | +13.4% | +111.0% | +125.3% |
| 5Y | +138.9% | +83.2% | +55.7% | +141.1% |
| 10Y | +213.3% | +484.3% | -271.0% | +227.5% |
| All | +800.7% | +1,511.8% | -711.1% | +863.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling