+142.5%
GLDM vs AJG
+84.4%
+58.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | +0.7% | +18.6% | -17.9% | +1.1% |
| 6M | -15.4% | +10.9% | -26.3% | -15.1% |
| YTD | +1.0% | -2.0% | +3.0% | +1.6% |
| 1Y | +19.7% | -14.9% | +34.7% | +20.7% |
| 3Y | +126.5% | +13.4% | +113.1% | +128.4% |
| 5Y | +142.5% | +83.2% | +59.3% | +154.0% |
| All | +142.5% | +84.4% | +58.1% | +154.0% |
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 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