-14.7%
AZO vs GGLL
-11.0%
-3.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +1.3% | +7.7% | -6.3% | +0.9% |
| 30D | +12.0% | -30.2% | +42.2% | +13.9% |
| 3M | +7.2% | -31.3% | +38.5% | +9.0% |
| 6M | -3.2% | -52.1% | +48.9% | +0.9% |
| YTD | -3.9% | -25.9% | +22.0% | -4.9% |
| 1Y | -14.7% | -8.5% | -6.2% | -14.8% |
| All | -14.7% | -11.0% | -3.6% | -14.8% |
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