+240.4%
GS vs AJG
+12.1%
+228.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | 0.0% |
| 7D | +3.4% | -3.8% | +7.2% | +3.6% |
| 30D | +0.2% | +1.6% | -1.4% | +0.1% |
| 3M | -0.3% | +18.6% | -19.0% | -3.0% |
| 6M | +27.4% | +10.9% | +16.5% | +25.2% |
| YTD | +19.6% | -2.0% | +21.6% | +20.3% |
| 1Y | +42.5% | -14.9% | +57.4% | +48.2% |
| 3Y | +240.4% | +13.4% | +227.0% | +229.9% |
| All | +240.4% | +12.1% | +228.3% | +229.9% |
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