+202.0%
GS vs AZO
+22.2%
+179.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.6% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +1.2% | +10.6% | -9.4% | +0.6% |
| 3M | -12.4% | +4.0% | -16.4% | -12.6% |
| 6M | -2.3% | -7.0% | +4.7% | -1.2% |
| YTD | +4.6% | -4.1% | +8.7% | +5.0% |
| 1Y | +17.5% | -12.6% | +30.1% | +19.4% |
| 3Y | +202.0% | +21.4% | +180.7% | +192.4% |
| All | +202.0% | +22.2% | +179.9% | +192.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling