+139.1%
AZN vs GH
+486.6%
-347.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.0% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -3.1% | -2.6% | -0.4% | -2.9% |
| 3M | -14.4% | +25.1% | -39.5% | -16.0% |
| 6M | -19.5% | +78.5% | -98.0% | -23.3% |
| YTD | -13.8% | +59.4% | -73.1% | -17.2% |
| 1Y | -2.4% | +173.9% | -176.2% | -10.3% |
| 3Y | +21.3% | +382.7% | -361.5% | +4.2% |
| 5Y | +53.6% | +24.4% | +29.2% | +41.0% |
| All | +139.1% | +486.6% | -347.5% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling