+1,803.6%
GS vs AJG
+5,018.5%
-3,214.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.7% |
| 7D | +5.1% | -3.8% | +8.9% | +6.9% |
| 30D | +2.4% | +19.1% | -16.6% | -5.6% |
| 3M | -11.5% | +8.8% | -20.3% | -15.5% |
| 6M | -2.5% | +41.3% | -43.8% | -18.7% |
| YTD | +5.5% | +8.1% | -2.7% | -1.7% |
| 1Y | +11.0% | +9.6% | +1.4% | +2.6% |
| 3Y | +200.1% | +15.0% | +185.1% | +164.4% |
| 5Y | +154.7% | +76.2% | +78.5% | +80.9% |
| 10Y | +450.9% | +528.7% | -77.8% | +119.3% |
| All | +1,803.6% | +5,018.5% | -3,214.9% | +310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling