-0.2%
AZN vs GLDM
+18.4%
-18.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +1.9% |
| 7D | -3.1% | -3.4% | +0.3% | -2.7% |
| 30D | +0.6% | -1.1% | +1.7% | +0.7% |
| 3M | -10.8% | +5.9% | -16.7% | -11.3% |
| 6M | -18.1% | -16.9% | -1.2% | -18.5% |
| YTD | -12.3% | +0.2% | -12.4% | -11.5% |
| 1Y | -0.2% | +18.6% | -18.8% | -0.7% |
| All | -0.2% | +18.4% | -18.6% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling