+230.6%
AZN vs GLDM
+225.0%
+5.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | +1.5% | +5.0% | -3.5% | +0.6% |
| 30D | +19.0% | -1.3% | +20.3% | +19.2% |
| 3M | +17.3% | -4.7% | +22.0% | +18.3% |
| 6M | +3.6% | -12.4% | +16.0% | +5.9% |
| YTD | +4.1% | -4.1% | +8.1% | +3.6% |
| 1Y | +13.1% | +3.3% | +9.8% | +10.7% |
| 3Y | +55.8% | +110.9% | -55.2% | +26.9% |
| 5Y | +66.5% | +124.8% | -58.3% | +31.8% |
| All | +230.6% | +225.0% | +5.6% | +151.7% |
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