+26.4%
AZN vs GPC
-1.9%
+28.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -3.1% | -1.8% | -1.4% | -2.8% |
| 30D | +0.6% | +0.1% | +0.5% | +0.5% |
| 3M | -10.8% | +37.4% | -48.2% | -15.9% |
| 6M | -18.1% | +25.4% | -43.6% | -21.8% |
| YTD | -12.3% | +12.2% | -24.4% | -15.1% |
| 1Y | -0.2% | -0.3% | +0.1% | -1.6% |
| All | +26.4% | -1.9% | +28.2% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling