+204.3%
GLDM vs AJG
+365.7%
-161.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.8% |
| 7D | -5.5% | -3.8% | -1.7% | -5.4% |
| 30D | -7.0% | +19.1% | -26.0% | -7.3% |
| 3M | -12.3% | +8.8% | -21.1% | -12.5% |
| 6M | -17.9% | +41.3% | -59.2% | -18.7% |
| YTD | -10.3% | +8.1% | -18.4% | -10.3% |
| 1Y | -7.8% | +9.6% | -17.4% | -7.8% |
| 3Y | +99.5% | +15.0% | +84.5% | +98.6% |
| 5Y | +106.5% | +76.2% | +30.3% | +100.8% |
| All | +204.3% | +365.7% | -161.5% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling