+48.2%
GSK vs AJG
+74.4%
-26.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -3.5% | -8.3% | +4.7% | -1.6% |
| 30D | -3.4% | -5.7% | +2.2% | -2.1% |
| 3M | -8.1% | +9.1% | -17.2% | -10.0% |
| 6M | -11.1% | +15.2% | -26.3% | -14.2% |
| YTD | +0.7% | -6.3% | +7.0% | +1.9% |
| 1Y | +20.1% | -19.1% | +39.3% | +26.0% |
| 3Y | +46.1% | +8.2% | +37.9% | +40.4% |
| All | +48.2% | +74.4% | -26.2% | +29.2% |
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