+144.0%
AZN vs GH
+467.1%
-323.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.4% |
| 7D | -1.6% | -2.5% | +0.9% | -1.4% |
| 30D | +1.1% | -4.7% | +5.7% | +1.4% |
| 3M | -12.1% | +20.2% | -32.4% | -13.5% |
| 6M | -17.1% | +78.8% | -95.9% | -21.0% |
| YTD | -12.0% | +54.1% | -66.1% | -15.3% |
| 1Y | -0.2% | +177.1% | -177.3% | -8.4% |
| 3Y | +26.8% | +371.6% | -344.8% | +9.0% |
| 5Y | +56.9% | +21.9% | +35.0% | +44.2% |
| All | +144.0% | +467.1% | -323.1% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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