+245.7%
GLDM vs AJG
+310.3%
-64.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.0% |
| 7D | +0.2% | -7.4% | +7.5% | +0.3% |
| 30D | +0.3% | -3.0% | +3.2% | +0.3% |
| 3M | +3.3% | +12.8% | -9.6% | +2.9% |
| 6M | -14.5% | +12.8% | -27.3% | -14.8% |
| YTD | +1.9% | -4.7% | +6.7% | +2.3% |
| 1Y | +21.1% | -17.2% | +38.3% | +22.2% |
| 3Y | +128.6% | +10.2% | +118.4% | +127.2% |
| 5Y | +143.8% | +76.9% | +66.9% | +135.4% |
| All | +245.7% | +310.3% | -64.6% | +217.3% |
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