+204.7%
GLDM vs AJG
+375.2%
-170.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | -4.6% | +0.5% | -5.1% | -4.6% |
| 30D | -5.5% | +19.4% | -24.8% | -5.8% |
| 3M | -10.9% | +11.9% | -22.8% | -11.1% |
| 6M | -17.3% | +48.3% | -65.6% | -18.2% |
| YTD | -10.2% | +10.3% | -20.5% | -10.2% |
| 1Y | -6.9% | +11.5% | -18.5% | -7.0% |
| 3Y | +98.7% | +17.5% | +81.1% | +97.6% |
| 5Y | +106.7% | +79.8% | +27.0% | +101.0% |
| All | +204.7% | +375.2% | -170.6% | +178.7% |
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