+241.3%
GS vs AZO
+12.9%
+228.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +3.4% | -0.5% | +3.9% | +3.4% |
| 30D | +0.2% | -5.6% | +5.8% | +0.6% |
| 3M | -0.3% | -4.0% | +3.7% | -0.2% |
| 6M | +27.4% | -18.9% | +46.3% | +30.4% |
| YTD | +19.6% | -13.0% | +32.6% | +20.8% |
| 1Y | +42.5% | -30.4% | +72.9% | +49.9% |
| All | +241.3% | +12.9% | +228.4% | +218.9% |
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