+248.5%
GLDM vs AJG
+340.0%
-91.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -0.5% | -1.8% | +1.3% | -0.5% |
| 30D | +4.4% | +4.6% | -0.2% | +4.3% |
| 3M | -1.1% | +24.9% | -26.0% | -1.6% |
| 6M | -13.7% | +17.2% | -30.9% | -14.0% |
| YTD | +2.8% | +2.2% | +0.6% | +2.9% |
| 1Y | +24.8% | -11.5% | +36.4% | +25.9% |
| 3Y | +127.8% | +16.7% | +111.1% | +126.2% |
| 5Y | +141.1% | +89.6% | +51.5% | +132.6% |
| All | +248.5% | +340.0% | -91.6% | +219.4% |
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