+192.2%
GD vs AZO
+300.1%
-107.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -10.9% | -5.1% | -5.8% | -9.6% |
| 3M | +2.5% | -7.2% | +9.7% | +4.3% |
| 6M | -1.7% | -20.7% | +19.1% | +4.4% |
| YTD | +6.1% | -14.2% | +20.3% | +9.6% |
| 1Y | +11.7% | -32.2% | +43.9% | +23.6% |
| 3Y | +71.8% | +11.1% | +60.7% | +61.1% |
| 5Y | +92.2% | +87.6% | +4.6% | +49.9% |
| 10Y | +192.2% | +302.9% | -110.8% | +92.8% |
| All | +192.2% | +300.1% | -107.9% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling