+57.2%
AZN vs GRMN
+74.2%
-17.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | +0.6% | -12.1% | +12.7% | +2.0% |
| 3M | -10.8% | +18.0% | -28.8% | -12.9% |
| 6M | -18.1% | +13.7% | -31.8% | -19.7% |
| YTD | -12.3% | +35.3% | -47.6% | -15.8% |
| 1Y | -0.2% | +17.2% | -17.4% | -2.8% |
| 3Y | +23.4% | +179.6% | -156.3% | +2.3% |
| All | +57.2% | +74.2% | -17.0% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling