+1,809.7%
GS vs AJG
+5,122.9%
-3,313.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.6% |
| 7D | +5.9% | +0.5% | +5.4% | +5.6% |
| 30D | +4.3% | +19.4% | -15.1% | -3.9% |
| 3M | -11.7% | +11.9% | -23.6% | -16.7% |
| 6M | -3.2% | +48.3% | -51.4% | -20.9% |
| YTD | +5.8% | +10.3% | -4.5% | -2.3% |
| 1Y | +16.0% | +11.5% | +4.5% | +6.4% |
| 3Y | +199.8% | +17.5% | +182.2% | +161.5% |
| 5Y | +155.5% | +79.8% | +75.7% | +79.9% |
| 10Y | +452.7% | +541.5% | -88.8% | +118.0% |
| All | +1,809.7% | +5,122.9% | -3,313.2% | +307.7% |
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