-6.9%
GLDM vs AZO
-15.7%
+8.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | +1.3% | -6.0% | -4.7% |
| 30D | -5.5% | +12.0% | -17.4% | -6.6% |
| 3M | -10.9% | +7.2% | -18.1% | -11.6% |
| 6M | -17.3% | -3.2% | -14.2% | -16.4% |
| YTD | -10.2% | -3.9% | -6.3% | -6.8% |
| 1Y | -6.9% | -14.7% | +7.7% | -3.9% |
| All | -6.9% | -15.7% | +8.8% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling