+21.5%
GPN vs AJG
+16.2%
+5.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +10.8% | +7.4% | +3.4% | +7.5% |
| 30D | +16.1% | +25.3% | -9.2% | +5.9% |
| 3M | +8.9% | +15.1% | -6.2% | +2.5% |
| 6M | +37.6% | +40.8% | -3.2% | +21.6% |
| YTD | +23.9% | +12.3% | +11.6% | +17.0% |
| 1Y | +21.5% | +17.5% | +4.0% | +12.7% |
| All | +21.5% | +16.2% | +5.3% | +12.7% |
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 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