+13.1%
AZO vs GGLL
+226.0%
-212.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.3% |
| 7D | -0.8% | -3.9% | +3.1% | -0.7% |
| 30D | -5.1% | -15.4% | +10.2% | -4.8% |
| 3M | -7.2% | -21.9% | +14.7% | -6.9% |
| 6M | -20.7% | +4.5% | -25.2% | -20.8% |
| YTD | -14.2% | -2.4% | -11.8% | -14.3% |
| 1Y | -32.2% | +57.8% | -90.0% | -32.4% |
| All | +13.1% | +226.0% | -212.9% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling