+14.9%
GLXY vs AJG
-12.9%
+27.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -1.5% |
| 7D | +13.4% | -1.8% | +15.3% | +12.3% |
| 30D | +38.1% | +4.6% | +33.5% | +41.8% |
| 3M | -7.3% | +24.9% | -32.2% | +1.6% |
| 6M | +8.2% | +17.2% | -9.0% | +16.9% |
| YTD | +17.8% | +2.2% | +15.6% | +23.7% |
| 1Y | +14.9% | -11.5% | +26.4% | +30.5% |
| All | +14.9% | -12.9% | +27.8% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling