+7.0%
GLXY vs AZO
-23.5%
+30.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -7.3% | -3.6% | -3.8% | -8.1% |
| 30D | +15.7% | -5.6% | +21.3% | +14.4% |
| 3M | -26.7% | -6.6% | -20.0% | -27.4% |
| 6M | +13.7% | -22.5% | +36.2% | +12.2% |
| YTD | +9.1% | -15.2% | +24.3% | +14.0% |
| 1Y | -15.5% | -33.9% | +18.5% | -16.3% |
| All | +7.0% | -23.5% | +30.5% | +5.5% |
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