+41.5%
AZN vs GFS
-2.1%
+43.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.1% | +3.2% | -6.3% | -3.2% |
| 30D | +0.6% | -9.6% | +10.1% | +0.9% |
| 3M | -10.8% | -38.5% | +27.7% | -9.2% |
| 6M | -18.1% | -1.3% | -16.8% | -19.4% |
| YTD | -12.3% | +31.8% | -44.1% | -15.1% |
| 1Y | -0.2% | +44.6% | -44.8% | -4.1% |
| 3Y | +23.4% | -20.6% | +44.0% | +21.4% |
| All | +41.5% | -2.1% | +43.6% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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