+245.7%
GLDM vs AZO
+328.9%
-83.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | +0.3% | -5.1% | +5.4% | +0.4% |
| 3M | +3.3% | -7.2% | +10.5% | +3.5% |
| 6M | -14.5% | -20.7% | +6.3% | -13.8% |
| YTD | +1.9% | -14.2% | +16.1% | +2.6% |
| 1Y | +21.1% | -32.2% | +53.3% | +22.6% |
| 3Y | +128.6% | +11.1% | +117.5% | +128.3% |
| 5Y | +143.8% | +87.6% | +56.2% | +139.6% |
| All | +245.7% | +328.9% | -83.3% | +225.4% |
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 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