+213.1%
GLD vs AZN
+222.4%
-9.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -1.9% |
| 7D | -3.4% | -3.1% | -0.3% | -3.1% |
| 30D | -1.1% | +0.6% | -1.7% | -1.2% |
| 3M | +5.8% | -10.8% | +16.6% | +6.7% |
| 6M | -17.1% | -18.1% | +1.1% | -15.9% |
| YTD | 0.0% | -12.3% | +12.3% | +0.9% |
| 1Y | +18.2% | -0.2% | +18.4% | +18.0% |
| 3Y | +122.6% | +23.4% | +99.2% | +117.7% |
| 5Y | +137.1% | +56.4% | +80.7% | +127.2% |
| All | +213.1% | +222.4% | -9.2% | +194.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling