+184.0%
AZN vs GLDM
+248.1%
-64.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +0.7% | +4.4% | -3.7% | -0.1% |
| 3M | -10.5% | -1.1% | -9.4% | -10.5% |
| 6M | -19.3% | -13.7% | -5.6% | -17.4% |
| YTD | -10.6% | +2.8% | -13.4% | -12.0% |
| 1Y | +0.5% | +24.8% | -24.3% | -5.7% |
| 3Y | +25.9% | +127.8% | -101.9% | +1.0% |
| 5Y | +52.4% | +141.1% | -88.7% | +19.2% |
| All | +184.0% | +248.1% | -64.1% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling