+76.7%
GSK vs AZO
+296.8%
-220.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.5% | -3.6% | 0.0% | -2.7% |
| 30D | -3.4% | -5.6% | +2.1% | -2.2% |
| 3M | -8.1% | -6.6% | -1.5% | -6.8% |
| 6M | -11.1% | -22.5% | +11.4% | -6.2% |
| YTD | +0.7% | -15.2% | +15.9% | +3.9% |
| 1Y | +20.1% | -33.9% | +54.1% | +30.9% |
| 3Y | +46.1% | +11.8% | +34.3% | +40.4% |
| 5Y | +48.2% | +85.5% | -37.3% | +24.4% |
| All | +76.7% | +296.8% | -220.1% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling