+174.0%
GD vs AZO
+333.0%
-159.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | -1.9% | +0.5% | -2.4% | -2.1% |
| 30D | +10.9% | +9.4% | +1.5% | +8.0% |
| 3M | -6.8% | +4.9% | -11.6% | -8.3% |
| 6M | +7.0% | -8.0% | +15.0% | +8.8% |
| YTD | +11.1% | -5.1% | +16.2% | +11.3% |
| 1Y | +7.0% | -13.7% | +20.7% | +10.1% |
| 3Y | +59.9% | +19.1% | +40.9% | +47.2% |
| 5Y | +102.5% | +71.0% | +31.5% | +63.4% |
| 10Y | +174.0% | +331.1% | -157.1% | +77.5% |
| All | +174.0% | +333.0% | -159.0% | +77.5% |
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