+123.2%
GLW vs AZO
-28.9%
+152.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.7% |
| 7D | +3.8% | +0.7% | +3.0% | +3.8% |
| 30D | -1.3% | -2.7% | +1.4% | -1.5% |
| 3M | -21.8% | -3.2% | -18.6% | -21.5% |
| 6M | +6.9% | -19.7% | +26.6% | +9.8% |
| YTD | +77.2% | -12.0% | +89.2% | +89.8% |
| 1Y | +123.2% | -29.5% | +152.8% | +116.7% |
| All | +123.2% | -28.9% | +152.1% | +116.7% |
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