+24.8%
GDX vs AZN
+18.4%
+6.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.8% | +6.2% | +8.3% |
| 7D | +0.8% | +11.5% | -10.7% | -2.2% |
| 30D | -3.2% | +20.8% | -24.0% | -8.8% |
| 3M | +8.6% | +21.5% | -12.9% | +2.6% |
| 6M | -1.2% | +3.0% | -4.3% | -2.2% |
| YTD | -1.4% | +3.9% | -5.2% | -0.1% |
| 1Y | +24.8% | +16.4% | +8.4% | +25.1% |
| All | +24.8% | +18.4% | +6.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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