+795.5%
GIS vs AZO
+41,812.3%
-41,016.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | -8.4% | -2.9% | -5.5% | -8.0% |
| 30D | -5.2% | -5.3% | +0.1% | -4.5% |
| 3M | +8.2% | -7.3% | +15.5% | +9.3% |
| 6M | -12.0% | -22.7% | +10.7% | -9.0% |
| YTD | -18.9% | -15.0% | -3.8% | -17.2% |
| 1Y | -23.6% | -32.2% | +8.6% | -19.7% |
| 3Y | -37.6% | +10.0% | -47.6% | -38.8% |
| 5Y | -25.2% | +85.8% | -111.0% | -31.8% |
| 10Y | -19.3% | +298.9% | -318.2% | -34.4% |
| All | +795.5% | +41,812.3% | -41,016.8% | +328.4% |
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