+10.3%
GLXY vs AJG
-26.8%
+37.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.9% | -4.2% | -8.2% |
| 7D | +4.5% | -7.4% | +11.9% | +1.2% |
| 30D | +28.8% | -3.0% | +31.8% | +27.2% |
| 3M | -23.0% | +12.8% | -35.9% | -21.2% |
| 6M | +17.0% | +12.8% | +4.2% | +19.9% |
| YTD | +12.5% | -4.7% | +17.2% | +15.1% |
| 1Y | -5.4% | -17.2% | +11.8% | +3.5% |
| All | +10.3% | -26.8% | +37.1% | +18.0% |
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 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