-10.3%
GFS vs AZO
+78.6%
-88.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +7.4% | +1.3% | +6.0% | +7.1% |
| 30D | -15.3% | +12.0% | -27.2% | -17.8% |
| 3M | -21.1% | +7.2% | -28.3% | -22.8% |
| 6M | -44.5% | -3.2% | -41.3% | -44.4% |
| YTD | +19.2% | -3.9% | +23.1% | +20.0% |
| 1Y | +27.2% | -14.7% | +41.9% | +32.5% |
| 3Y | -20.1% | +20.4% | -40.5% | -29.2% |
| 5Y | -25.6% | +72.8% | -98.4% | -47.7% |
| All | -10.3% | +78.6% | -88.9% | -37.7% |
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