+11.8%
AZO vs GFI
+287.6%
-275.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -3.6% | -4.9% | +1.3% | -3.3% |
| 30D | -5.6% | +10.7% | -16.3% | -6.1% |
| 3M | -6.6% | +25.6% | -32.3% | -7.9% |
| 6M | -22.5% | -8.3% | -14.3% | -22.4% |
| YTD | -15.2% | +6.3% | -21.5% | -15.6% |
| 1Y | -33.9% | +22.1% | -56.0% | -34.9% |
| 3Y | +11.8% | +289.2% | -277.4% | +3.8% |
| All | +11.8% | +287.6% | -275.8% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling