-43.7%
GPN vs AZO
+85.8%
-129.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -4.3% | -3.6% | -0.8% | -3.3% |
| 30D | 0.0% | -5.6% | +5.6% | +1.7% |
| 3M | +35.8% | -6.6% | +42.5% | +38.3% |
| 6M | +22.0% | -22.5% | +44.5% | +31.1% |
| YTD | +15.2% | -15.2% | +30.4% | +19.9% |
| 1Y | +3.5% | -33.9% | +37.4% | +16.4% |
| 3Y | -26.9% | +11.8% | -38.7% | -31.9% |
| All | -43.7% | +85.8% | -129.4% | -57.1% |
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