+25.7%
GPN vs AZO
+296.8%
-271.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -4.3% | -3.6% | -0.8% | -2.9% |
| 30D | 0.0% | -5.6% | +5.6% | +2.2% |
| 3M | +35.8% | -6.6% | +42.5% | +39.1% |
| 6M | +22.0% | -22.5% | +44.5% | +34.3% |
| YTD | +15.2% | -15.2% | +30.4% | +21.5% |
| 1Y | +3.5% | -33.9% | +37.4% | +20.7% |
| 3Y | -26.9% | +11.8% | -38.7% | -33.3% |
| 5Y | -44.2% | +85.5% | -129.7% | -60.8% |
| All | +25.7% | +296.8% | -271.1% | -31.0% |
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