+145.9%
GLDM vs AZO
+95.0%
+50.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -0.5% | +0.7% | -1.3% | -0.6% |
| 30D | +4.4% | -2.7% | +7.1% | +4.5% |
| 3M | -1.1% | -3.2% | +2.1% | -1.0% |
| 6M | -13.7% | -19.7% | +6.1% | -12.9% |
| YTD | +2.8% | -12.0% | +14.8% | +3.6% |
| 1Y | +24.8% | -29.5% | +54.4% | +26.2% |
| 3Y | +127.8% | +17.3% | +110.5% | +129.0% |
| All | +145.9% | +95.0% | +50.9% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling