+96.9%
GLD vs AZN
+53.8%
+43.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -4.6% | -1.1% | -3.5% | -4.5% |
| 30D | -5.5% | +13.8% | -19.3% | -6.7% |
| 3M | -10.9% | +17.3% | -28.2% | -12.4% |
| 6M | -17.4% | -1.7% | -15.7% | -17.5% |
| YTD | -10.3% | +1.4% | -11.7% | -10.7% |
| 1Y | -7.2% | +5.2% | -12.3% | -7.9% |
| 3Y | +96.9% | +52.6% | +44.3% | +81.2% |
| All | +96.9% | +53.8% | +43.1% | +81.2% |
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