+16.0%
GS vs AJG
+12.1%
+3.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.6% |
| 7D | +5.9% | +0.5% | +5.4% | +5.9% |
| 30D | +4.3% | +19.4% | -15.1% | +7.4% |
| 3M | -11.7% | +11.9% | -23.6% | -9.8% |
| 6M | -3.2% | +48.3% | -51.4% | +0.3% |
| YTD | +5.8% | +10.3% | -4.5% | +8.4% |
| 1Y | +16.0% | +11.5% | +4.5% | +19.1% |
| All | +16.0% | +12.1% | +3.9% | +19.1% |
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