+187.0%
GS vs AJG
+77.5%
+109.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | 0.0% |
| 7D | +2.4% | -7.4% | +9.8% | +4.4% |
| 30D | -0.1% | -3.0% | +2.9% | +0.6% |
| 3M | +0.2% | +12.8% | -12.7% | -4.6% |
| 6M | +24.8% | +12.8% | +12.0% | +18.4% |
| YTD | +18.8% | -4.7% | +23.5% | +19.2% |
| 1Y | +37.3% | -17.2% | +54.5% | +45.6% |
| 3Y | +237.9% | +10.2% | +227.7% | +204.9% |
| 5Y | +187.0% | +76.9% | +110.1% | +88.0% |
| All | +187.0% | +77.5% | +109.5% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling