-0.2%
AZN vs GGLL
+64.4%
-64.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.2% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | +1.1% | -4.0% | +5.0% | +1.2% |
| 3M | -12.1% | -15.5% | +3.4% | -12.0% |
| 6M | -17.1% | +7.6% | -24.7% | -18.1% |
| YTD | -12.0% | +2.0% | -13.9% | -12.9% |
| 1Y | -0.2% | +63.9% | -64.2% | -1.5% |
| All | -0.2% | +64.4% | -64.7% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling