+639.9%
GS vs AJG
+473.1%
+166.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.5% |
| 7D | -0.9% | -8.3% | +7.4% | +3.3% |
| 30D | -0.3% | -5.7% | +5.4% | +2.3% |
| 3M | -0.1% | +9.1% | -9.2% | -6.6% |
| 6M | +26.1% | +15.2% | +10.9% | +13.6% |
| YTD | +18.8% | -6.3% | +25.1% | +19.0% |
| 1Y | +33.7% | -19.1% | +52.8% | +45.3% |
| 3Y | +238.9% | +8.2% | +230.7% | +193.7% |
| 5Y | +187.9% | +75.6% | +112.3% | +71.2% |
| All | +639.9% | +473.1% | +166.8% | +91.8% |
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 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