+2,487.0%
GPN vs AJG
+2,016.0%
+471.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -4.6% | -8.3% | +3.7% | -0.6% |
| 30D | -0.3% | -5.7% | +5.4% | +2.4% |
| 3M | +35.4% | +9.1% | +26.4% | +29.7% |
| 6M | +21.7% | +15.2% | +6.4% | +13.1% |
| YTD | +14.9% | -6.3% | +21.2% | +17.1% |
| 1Y | +3.2% | -19.1% | +22.3% | +12.5% |
| 3Y | -27.1% | +8.2% | -35.4% | -31.8% |
| 5Y | -44.4% | +75.6% | -120.0% | -58.8% |
| 10Y | +27.0% | +471.1% | -444.1% | -41.3% |
| All | +2,487.0% | +2,016.0% | +471.0% | +748.8% |
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 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