+216.5%
AZN vs GNRC
+448.8%
-232.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +1.1% | -15.7% | +16.8% | +2.6% |
| 3M | -12.1% | -27.3% | +15.2% | -9.8% |
| 6M | -17.1% | -12.1% | -5.1% | -17.1% |
| YTD | -12.0% | +37.1% | -49.1% | -16.1% |
| 1Y | -0.2% | -0.5% | +0.2% | -2.0% |
| 3Y | +26.8% | +61.5% | -34.7% | +16.0% |
| 5Y | +56.9% | -58.6% | +115.5% | +65.2% |
| All | +216.5% | +448.8% | -232.3% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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