+1,788.2%
GS vs AZO
+10,737.6%
-8,949.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.2% |
| 7D | +0.8% | -0.1% | +0.9% | +0.9% |
| 30D | +1.2% | +10.6% | -9.4% | -3.0% |
| 3M | -12.4% | +4.0% | -16.4% | -14.1% |
| 6M | -2.3% | -7.0% | +4.7% | -1.0% |
| YTD | +4.6% | -4.1% | +8.7% | +3.8% |
| 1Y | +17.5% | -12.6% | +30.1% | +20.7% |
| 3Y | +202.0% | +21.4% | +180.7% | +164.3% |
| 5Y | +152.4% | +74.2% | +78.2% | +84.5% |
| 10Y | +478.5% | +338.9% | +139.7% | +170.0% |
| All | +1,788.2% | +10,737.6% | -8,949.4% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling