-26.9%
GPN vs AJG
+8.2%
-35.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -4.3% | -8.3% | +3.9% | -1.0% |
| 30D | 0.0% | -5.7% | +5.7% | +2.3% |
| 3M | +35.8% | +9.1% | +26.7% | +31.4% |
| 6M | +22.0% | +15.2% | +6.8% | +15.4% |
| YTD | +15.2% | -6.3% | +21.5% | +17.5% |
| 1Y | +3.5% | -19.1% | +22.6% | +11.6% |
| 3Y | -26.9% | +8.2% | -35.2% | -27.7% |
| All | -26.9% | +8.2% | -35.1% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling