+67.8%
AZO vs GTLB
-49.8%
+117.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | -2.9% | -4.1% | +1.2% | -2.8% |
| 30D | -5.3% | +12.3% | -17.6% | -5.7% |
| 3M | -7.3% | +65.9% | -73.3% | -9.0% |
| 6M | -22.7% | +104.0% | -126.6% | -24.7% |
| YTD | -15.0% | +26.0% | -41.1% | -16.0% |
| 1Y | -32.2% | -3.5% | -28.8% | -32.4% |
| 3Y | +10.0% | -9.6% | +19.7% | +8.2% |
| All | +67.8% | -49.8% | +117.6% | +60.9% |
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