+7.0%
GLXY vs AJG
-28.0%
+35.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +0.6% |
| 7D | -7.3% | -8.3% | +0.9% | -10.6% |
| 30D | +15.7% | -5.7% | +21.4% | +12.9% |
| 3M | -26.7% | +9.1% | -35.7% | -25.6% |
| 6M | +13.7% | +15.2% | -1.5% | +16.0% |
| YTD | +9.1% | -6.3% | +15.4% | +10.9% |
| 1Y | -15.5% | -19.1% | +3.6% | -7.6% |
| All | +7.0% | -28.0% | +35.0% | +13.7% |
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 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