+650.5%
GS vs AZO
+300.1%
+350.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.3% |
| 7D | +2.4% | -0.8% | +3.2% | +2.7% |
| 30D | -0.1% | -5.1% | +5.1% | +1.6% |
| 3M | +0.2% | -7.2% | +7.4% | +1.9% |
| 6M | +24.8% | -20.7% | +45.5% | +33.6% |
| YTD | +18.8% | -14.2% | +32.9% | +22.8% |
| 1Y | +37.3% | -32.2% | +69.5% | +54.2% |
| 3Y | +237.9% | +11.1% | +226.8% | +207.8% |
| 5Y | +187.0% | +87.6% | +99.5% | +105.7% |
| 10Y | +650.5% | +302.9% | +347.6% | +314.8% |
| All | +650.5% | +300.1% | +350.5% | +314.8% |
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