+0.5%
AZN vs GPN
+8.1%
-7.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | +0.7% | +5.8% | -5.0% | +0.3% |
| 3M | -10.5% | +37.0% | -47.5% | -12.9% |
| 6M | -19.3% | +20.1% | -39.4% | -20.5% |
| YTD | -10.6% | +20.4% | -31.0% | -12.0% |
| 1Y | +0.5% | +7.4% | -6.9% | +1.0% |
| All | +0.5% | +8.1% | -7.6% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling