+238.0%
GM vs AJG
+1,144.0%
-906.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.2% |
| 7D | -2.4% | -8.3% | +5.8% | +2.8% |
| 30D | -1.1% | -5.7% | +4.6% | +2.2% |
| 3M | +6.1% | +9.1% | -3.0% | -0.9% |
| 6M | +15.0% | +15.2% | -0.2% | +2.5% |
| YTD | +6.0% | -6.3% | +12.3% | +6.9% |
| 1Y | +47.1% | -19.1% | +66.2% | +62.4% |
| 3Y | +170.5% | +8.2% | +162.3% | +128.5% |
| 5Y | +80.5% | +75.6% | +4.9% | +1.1% |
| 10Y | +238.7% | +471.1% | -232.4% | -28.2% |
| All | +238.0% | +1,144.0% | -906.0% | -65.5% |
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 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