+851.8%
GLW vs AZO
+296.8%
+555.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +7.8% | -3.6% | +11.4% | +9.1% |
| 30D | -0.4% | -5.6% | +5.1% | +1.3% |
| 3M | -5.6% | -6.6% | +1.1% | -4.3% |
| 6M | +26.7% | -22.5% | +49.2% | +36.8% |
| YTD | +91.0% | -15.2% | +106.2% | +99.5% |
| 1Y | +122.4% | -33.9% | +156.3% | +152.9% |
| 3Y | +471.0% | +11.8% | +459.2% | +415.2% |
| 5Y | +385.6% | +85.5% | +300.1% | +240.9% |
| All | +851.8% | +296.8% | +555.0% | +423.8% |
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