+165.2%
GD vs AZO
+334.0%
-168.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.7% | +1.3% | +1.3% | +2.3% |
| 30D | +8.6% | +12.0% | -3.3% | +5.1% |
| 3M | -7.1% | +7.2% | -14.3% | -9.1% |
| 6M | +7.5% | -3.2% | +10.6% | +7.6% |
| YTD | +9.9% | -3.9% | +13.8% | +9.7% |
| 1Y | +7.6% | -14.7% | +22.2% | +11.1% |
| 3Y | +56.2% | +20.4% | +35.8% | +43.3% |
| 5Y | +100.6% | +72.8% | +27.8% | +61.4% |
| All | +165.2% | +334.0% | -168.8% | +70.9% |
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