+288.6%
AZO vs GDDY
+207.2%
+81.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.5% |
| 7D | -3.6% | -3.2% | -0.4% | -3.0% |
| 30D | -5.6% | +6.8% | -12.4% | -7.1% |
| 3M | -6.6% | +30.5% | -37.1% | -12.4% |
| 6M | -22.5% | +13.3% | -35.8% | -25.4% |
| YTD | -15.2% | -21.0% | +5.8% | -12.6% |
| 1Y | -33.9% | -34.0% | +0.1% | -29.4% |
| 3Y | +11.8% | +33.1% | -21.3% | -0.1% |
| 5Y | +85.5% | +30.3% | +55.2% | +63.6% |
| All | +288.6% | +207.2% | +81.3% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling