+438.8%
GS vs AJG
+538.5%
-99.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.6% |
| 7D | +5.9% | +0.5% | +5.4% | +5.6% |
| 30D | +4.3% | +19.4% | -15.1% | -4.5% |
| 3M | -11.7% | +11.9% | -23.6% | -17.1% |
| 6M | -3.2% | +48.3% | -51.4% | -23.2% |
| YTD | +5.8% | +10.3% | -4.5% | -2.6% |
| 1Y | +16.0% | +11.5% | +4.5% | +5.8% |
| 3Y | +199.8% | +17.5% | +182.2% | +152.9% |
| 5Y | +155.5% | +79.8% | +75.7% | +56.1% |
| All | +438.8% | +538.5% | -99.7% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling