+288.6%
AZO vs GFI
+1,093.3%
-804.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.2% |
| 7D | -3.6% | -2.7% | -0.9% | -3.5% |
| 30D | -5.6% | +13.2% | -18.8% | -6.1% |
| 3M | -6.6% | +28.5% | -35.1% | -7.8% |
| 6M | -22.5% | -6.2% | -16.3% | -22.6% |
| YTD | -15.2% | +8.7% | -23.9% | -15.8% |
| 1Y | -33.9% | +24.8% | -58.8% | -34.9% |
| 3Y | +11.8% | +298.0% | -286.2% | +4.4% |
| 5Y | +85.5% | +546.0% | -460.5% | +68.2% |
| All | +288.6% | +1,093.3% | -804.8% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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