+7.0%
GD vs AZO
-12.6%
+19.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | -1.9% | +0.5% | -2.4% | -1.9% |
| 30D | +10.9% | +9.4% | +1.5% | +10.4% |
| 3M | -6.8% | +4.9% | -11.6% | -6.9% |
| 6M | +7.0% | -8.0% | +15.0% | +7.6% |
| YTD | +11.1% | -5.1% | +16.2% | +13.1% |
| 1Y | +7.0% | -13.7% | +20.7% | +9.1% |
| All | +7.0% | -12.6% | +19.6% | +9.1% |
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