+7.4%
GPN vs AJG
-12.9%
+20.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | +0.8% | -1.8% | +2.6% | +1.5% |
| 30D | +5.8% | +4.6% | +1.1% | +3.8% |
| 3M | +37.0% | +24.9% | +12.1% | +26.2% |
| 6M | +20.1% | +17.2% | +3.0% | +13.0% |
| YTD | +20.4% | +2.2% | +18.3% | +19.3% |
| 1Y | +7.4% | -11.5% | +18.9% | +12.8% |
| All | +7.4% | -12.9% | +20.3% | +12.8% |
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