+27.2%
GFS vs AZO
-15.7%
+42.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +7.4% | +1.3% | +6.0% | +7.5% |
| 30D | -15.3% | +12.0% | -27.2% | -15.4% |
| 3M | -21.1% | +7.2% | -28.3% | -20.9% |
| 6M | -44.5% | -3.2% | -41.3% | -42.7% |
| YTD | +19.2% | -3.9% | +23.1% | +28.8% |
| 1Y | +27.2% | -14.7% | +41.9% | +35.9% |
| All | +27.2% | -15.7% | +42.9% | +35.9% |
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