+231.1%
GM vs AJG
+473.1%
-242.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | -2.4% | -8.3% | +5.8% | +2.1% |
| 30D | -1.1% | -5.7% | +4.6% | +1.8% |
| 3M | +6.1% | +9.1% | -3.0% | -0.1% |
| 6M | +15.0% | +15.2% | -0.2% | +3.9% |
| YTD | +6.0% | -6.3% | +12.3% | +7.2% |
| 1Y | +47.1% | -19.1% | +66.2% | +61.7% |
| 3Y | +170.5% | +8.2% | +162.3% | +130.9% |
| 5Y | +80.5% | +75.6% | +4.9% | +3.2% |
| All | +231.1% | +473.1% | -242.0% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling