+245.7%
GDX vs AZN
+27.6%
+218.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.0% |
| 7D | -5.4% | -3.1% | -2.3% | -4.4% |
| 30D | +6.6% | +0.6% | +6.0% | +6.5% |
| 3M | +30.1% | -10.8% | +40.9% | +34.0% |
| 6M | -7.1% | -18.1% | +11.0% | -1.5% |
| YTD | +12.0% | -12.3% | +24.2% | +16.3% |
| 1Y | +41.2% | -0.2% | +41.4% | +40.9% |
| All | +245.7% | +27.6% | +218.2% | +205.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling