-0.8%
GFS vs AZO
+57.9%
-58.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +3.2% | -2.9% | +6.1% | +4.0% |
| 30D | -9.6% | -5.3% | -4.3% | -8.3% |
| 3M | -38.5% | -7.3% | -31.1% | -37.6% |
| 6M | -1.3% | -22.7% | +21.4% | +5.8% |
| YTD | +31.8% | -15.0% | +46.8% | +37.3% |
| 1Y | +44.6% | -32.2% | +76.8% | +61.4% |
| 3Y | -20.6% | +10.0% | -30.6% | -28.5% |
| All | -0.8% | +57.9% | -58.7% | -28.7% |
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