+1,641.8%
GSK vs AJG
+11,290.2%
-9,648.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -5.4% | -8.5% | +3.1% | -3.3% |
| 30D | -4.6% | -3.8% | -0.8% | -3.7% |
| 3M | -5.1% | +10.8% | -15.9% | -7.7% |
| 6M | -11.4% | +15.6% | -27.0% | -15.0% |
| YTD | +0.7% | -5.1% | +5.8% | +1.2% |
| 1Y | +23.0% | -16.0% | +39.1% | +27.2% |
| 3Y | +48.0% | +9.7% | +38.2% | +41.9% |
| 5Y | +48.2% | +77.8% | -29.6% | +24.5% |
| 10Y | +80.0% | +478.2% | -398.2% | +12.5% |
| All | +1,641.8% | +11,290.2% | -9,648.4% | +532.7% |
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