+67.5%
AZO vs GTLB
-50.1%
+117.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -3.6% | -5.7% | +2.1% | -3.4% |
| 30D | -5.6% | +15.1% | -20.7% | -6.0% |
| 3M | -6.6% | +65.5% | -72.1% | -8.3% |
| 6M | -22.5% | +102.9% | -125.4% | -24.5% |
| YTD | -15.2% | +25.2% | -40.4% | -16.1% |
| 1Y | -33.9% | -5.5% | -28.4% | -34.1% |
| 3Y | +11.8% | -10.9% | +22.7% | +10.1% |
| All | +67.5% | -50.1% | +117.6% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 all: compounded portfolio wealth divided by compounded GTLB 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…
all analysis · Full analysis span regression · 6 months rolling