+2,064.0%
GS vs AZO
+9,844.3%
-7,780.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -1.6% | -2.7% | +1.1% | -0.5% |
| 3M | -4.5% | -3.2% | -1.3% | -4.2% |
| 6M | +20.9% | -19.7% | +40.6% | +30.4% |
| YTD | +19.9% | -12.0% | +31.9% | +23.6% |
| 1Y | +41.4% | -29.5% | +70.9% | +59.1% |
| 3Y | +239.2% | +17.3% | +221.8% | +200.9% |
| 5Y | +185.0% | +94.1% | +91.0% | +98.5% |
| 10Y | +655.0% | +303.3% | +351.7% | +265.4% |
| All | +2,064.0% | +9,844.3% | -7,780.3% | +207.2% |
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