+816.6%
GLD vs AZO
+3,313.0%
-2,496.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.8% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | +4.4% | -2.7% | +7.1% | +4.4% |
| 3M | -1.1% | -3.2% | +2.1% | -1.1% |
| 6M | -13.8% | -19.7% | +6.0% | -13.6% |
| YTD | +2.6% | -12.0% | +14.7% | +2.8% |
| 1Y | +24.5% | -29.5% | +54.0% | +24.7% |
| 3Y | +125.8% | +17.3% | +108.5% | +126.2% |
| 5Y | +137.8% | +94.1% | +43.7% | +138.4% |
| 10Y | +221.4% | +303.3% | -81.9% | +223.8% |
| All | +816.6% | +3,313.0% | -2,496.4% | +892.6% |
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 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