+107.7%
GLDM vs AJG
+17.8%
+89.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.6% |
| 7D | +2.9% | +3.4% | -0.5% | +3.0% |
| 30D | -3.9% | +21.5% | -25.4% | -3.3% |
| 3M | -8.1% | +12.3% | -20.4% | -7.8% |
| 6M | -14.7% | +43.0% | -57.7% | -13.7% |
| YTD | -6.6% | +10.2% | -16.8% | -5.2% |
| 1Y | -2.1% | +13.9% | -16.0% | -0.8% |
| 3Y | +107.7% | +17.2% | +90.5% | +111.0% |
| All | +107.7% | +17.8% | +89.9% | +111.0% |
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