+225.4%
AZN vs GLDM
+219.1%
+6.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.1% | +4.7% | -4.8% | -0.9% |
| 30D | +16.4% | -0.9% | +17.3% | +16.5% |
| 3M | +15.7% | -4.3% | +20.1% | +16.5% |
| 6M | +0.8% | -13.4% | +14.2% | +3.3% |
| YTD | +2.5% | -5.8% | +8.3% | +2.3% |
| 1Y | +12.4% | +2.1% | +10.4% | +10.3% |
| 3Y | +53.4% | +105.0% | -51.6% | +25.7% |
| 5Y | +62.8% | +122.5% | -59.7% | +29.1% |
| All | +225.4% | +219.1% | +6.4% | +148.5% |
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