+13.4%
GD vs AZO
-28.9%
+42.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -5.3% | +0.7% | -6.0% | -5.3% |
| 30D | -6.4% | -2.7% | -3.7% | -6.3% |
| 3M | +5.7% | -3.2% | +8.9% | +5.8% |
| 6M | -0.9% | -19.7% | +18.8% | 0.0% |
| YTD | +8.2% | -12.0% | +20.2% | +9.7% |
| 1Y | +13.4% | -29.5% | +42.9% | +17.6% |
| All | +13.4% | -28.9% | +42.3% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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