+216.5%
AZN vs GRMN
+677.8%
-461.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -0.4% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | +1.1% | -8.5% | +9.5% | +2.6% |
| 3M | -12.1% | +19.5% | -31.6% | -15.5% |
| 6M | -17.1% | +21.2% | -38.3% | -20.7% |
| YTD | -12.0% | +41.0% | -53.0% | -18.3% |
| 1Y | -0.2% | +19.6% | -19.8% | -4.6% |
| 3Y | +26.8% | +183.8% | -157.0% | -4.3% |
| 5Y | +56.9% | +83.0% | -26.1% | +31.5% |
| All | +216.5% | +677.8% | -461.3% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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