-29.5%
AZO vs GGLL
+80.0%
-109.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | +0.7% | -4.8% | +5.5% | +0.9% |
| 30D | -2.7% | -13.7% | +11.0% | -2.2% |
| 3M | -3.2% | -21.9% | +18.6% | -2.8% |
| 6M | -19.7% | +11.7% | -31.4% | -19.9% |
| YTD | -12.0% | +2.3% | -14.3% | -12.7% |
| 1Y | -29.5% | +76.2% | -105.7% | -24.8% |
| All | -29.5% | +80.0% | -109.5% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling