+4,753.5%
AZN vs GPC
+1,597.7%
+3,155.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | +0.7% | +6.0% | -5.2% | -1.0% |
| 3M | -10.5% | +42.6% | -53.1% | -19.5% |
| 6M | -19.3% | +22.8% | -42.0% | -24.4% |
| YTD | -10.6% | +15.5% | -26.0% | -15.3% |
| 1Y | +0.5% | +2.0% | -1.5% | -1.4% |
| 3Y | +25.9% | -1.4% | +27.3% | +21.6% |
| 5Y | +52.4% | +30.6% | +21.8% | +33.1% |
| 10Y | +220.8% | +80.6% | +140.2% | +138.1% |
| All | +4,753.5% | +1,597.7% | +3,155.8% | +1,758.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling