+393.9%
GH vs AZO
+278.6%
+115.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -1.2% | -2.9% | +1.7% | -0.4% |
| 30D | -3.7% | -5.3% | +1.6% | -2.3% |
| 3M | +21.7% | -7.3% | +29.0% | +23.7% |
| 6M | +75.7% | -22.7% | +98.4% | +88.1% |
| YTD | +55.7% | -15.0% | +70.7% | +61.0% |
| 1Y | +181.1% | -32.2% | +213.4% | +211.0% |
| 3Y | +371.6% | +10.0% | +361.6% | +327.4% |
| 5Y | +23.2% | +85.8% | -62.6% | -11.5% |
| All | +393.9% | +278.6% | +115.3% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling