+23.7%
AZN vs GGLL
+247.9%
-224.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -1.5% | +1.9% | -3.4% | -1.6% |
| 30D | -0.9% | -9.7% | +8.9% | -0.6% |
| 3M | -11.8% | -18.0% | +6.2% | -11.5% |
| 6M | -17.6% | +15.3% | -32.9% | -18.4% |
| YTD | -12.0% | +2.2% | -14.3% | -12.6% |
| 1Y | -0.9% | +73.1% | -73.9% | -3.3% |
| 3Y | +23.7% | +242.7% | -219.0% | +16.8% |
| All | +23.7% | +247.9% | -224.3% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling