+174.0%
AZN vs GLDM
+245.4%
-71.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.9% | -2.1% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -3.1% | +0.3% | -3.3% | -3.1% |
| 3M | -14.4% | +3.3% | -17.7% | -15.1% |
| 6M | -19.5% | -14.5% | -5.0% | -17.5% |
| YTD | -13.8% | +1.9% | -15.7% | -15.0% |
| 1Y | -2.4% | +21.1% | -23.5% | -7.8% |
| 3Y | +21.3% | +128.6% | -107.3% | -2.8% |
| 5Y | +53.6% | +143.8% | -90.1% | +19.8% |
| All | +174.0% | +245.4% | -71.4% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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