+213.1%
GLD vs AZO
+297.5%
-84.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -3.4% | -2.9% | -0.5% | -3.3% |
| 30D | -1.1% | -5.3% | +4.2% | -1.0% |
| 3M | +5.8% | -7.3% | +13.2% | +6.0% |
| 6M | -17.1% | -22.7% | +5.6% | -16.4% |
| YTD | 0.0% | -15.0% | +15.1% | +0.6% |
| 1Y | +18.2% | -32.2% | +50.5% | +19.6% |
| 3Y | +122.6% | +10.0% | +112.6% | +122.3% |
| 5Y | +137.1% | +85.8% | +51.3% | +133.3% |
| All | +213.1% | +297.5% | -84.4% | +200.6% |
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