+20.0%
GLDM vs AZO
-30.1%
+50.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +0.3% | -5.6% | +5.9% | +0.7% |
| 3M | +0.7% | -4.0% | +4.7% | +0.9% |
| 6M | -15.4% | -18.9% | +3.5% | -13.0% |
| YTD | +1.0% | -13.0% | +14.0% | +5.1% |
| All | +20.0% | -30.1% | +50.1% | +21.9% |
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