+188.9%
GS vs AZO
+93.0%
+95.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | +0.2% | -5.6% | +5.8% | +1.3% |
| 3M | -0.3% | -4.0% | +3.7% | 0.0% |
| 6M | +27.4% | -18.9% | +46.3% | +32.8% |
| YTD | +19.6% | -13.0% | +32.6% | +21.9% |
| 1Y | +42.5% | -30.4% | +72.9% | +54.1% |
| 3Y | +240.4% | +12.7% | +227.7% | +212.5% |
| 5Y | +188.9% | +89.6% | +99.3% | +115.4% |
| All | +188.9% | +93.0% | +95.9% | +115.4% |
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 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