+216.5%
AZN vs GPC
+86.4%
+130.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.6% | -3.2% | +1.6% | -1.0% |
| 30D | +1.1% | +0.5% | +0.5% | +0.9% |
| 3M | -12.1% | +31.7% | -43.9% | -16.8% |
| 6M | -17.1% | +24.7% | -41.9% | -20.8% |
| YTD | -12.0% | +11.8% | -23.7% | -14.6% |
| 1Y | -0.2% | -3.0% | +2.7% | -0.7% |
| 3Y | +26.8% | -1.1% | +27.9% | +23.8% |
| 5Y | +56.9% | +30.5% | +26.4% | +44.2% |
| All | +216.5% | +86.4% | +130.1% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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