+46.2%
GFS vs AZO
-32.5%
+78.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +3.8% | -3.6% | +7.4% | +4.0% |
| 30D | -11.7% | -5.6% | -6.2% | -11.5% |
| 3M | -41.8% | -6.6% | -35.1% | -41.4% |
| 6M | +6.6% | -22.5% | +29.2% | +12.0% |
| YTD | +34.6% | -15.2% | +49.8% | +43.8% |
| 1Y | +46.2% | -33.9% | +80.1% | +65.0% |
| All | +46.2% | -32.5% | +78.7% | +65.0% |
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