+204.3%
GLDM vs AZO
+379.2%
-175.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -2.8% |
| 7D | -5.5% | -1.7% | -3.8% | -5.4% |
| 30D | -7.0% | +12.4% | -19.4% | -7.4% |
| 3M | -12.3% | +6.8% | -19.1% | -12.5% |
| 6M | -17.9% | -4.6% | -13.3% | -17.8% |
| YTD | -10.3% | -4.1% | -6.2% | -10.1% |
| 1Y | -7.8% | -14.2% | +6.4% | -7.3% |
| 3Y | +99.5% | +20.3% | +79.1% | +98.6% |
| 5Y | +106.5% | +72.4% | +34.1% | +103.4% |
| All | +204.3% | +379.2% | -175.0% | +185.2% |
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