+216.5%
AZN vs GFI
+1,093.3%
-876.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.3% |
| 7D | -1.6% | -2.7% | +1.1% | -1.4% |
| 30D | +1.1% | +13.2% | -12.2% | +0.1% |
| 3M | -12.1% | +28.5% | -40.6% | -13.9% |
| 6M | -17.1% | -6.2% | -11.0% | -17.2% |
| YTD | -12.0% | +8.7% | -20.7% | -13.2% |
| 1Y | -0.2% | +24.8% | -25.1% | -3.0% |
| 3Y | +26.8% | +298.0% | -271.3% | +11.3% |
| 5Y | +56.9% | +546.0% | -489.1% | +31.1% |
| All | +216.5% | +1,093.3% | -876.8% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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