+93.8%
GD vs AZO
+93.0%
+0.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | -9.0% | -5.6% | -3.4% | -7.9% |
| 3M | +5.1% | -4.0% | +9.1% | +5.7% |
| 6M | -1.0% | -18.9% | +17.9% | +3.5% |
| YTD | +7.3% | -13.0% | +20.3% | +9.8% |
| 1Y | +12.4% | -30.4% | +42.9% | +22.1% |
| 3Y | +73.7% | +12.7% | +61.0% | +62.9% |
| 5Y | +93.8% | +89.6% | +4.1% | +58.8% |
| All | +93.8% | +93.0% | +0.7% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling