+30.4%
GSK vs AJG
-12.9%
+43.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -1.8% | -1.8% | 0.0% | -1.5% |
| 30D | -2.2% | +4.6% | -6.8% | -2.9% |
| 3M | -1.8% | +24.9% | -26.7% | -4.3% |
| 6M | -10.6% | +17.2% | -27.8% | -12.4% |
| YTD | +4.4% | +2.2% | +2.3% | +4.1% |
| 1Y | +30.4% | -11.5% | +41.9% | +33.8% |
| All | +30.4% | -12.9% | +43.3% | +33.8% |
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