+140.0%
GLD vs AZN
+51.7%
+88.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.1% |
| 7D | +0.1% | -2.9% | +3.0% | +0.4% |
| 30D | +0.2% | -3.1% | +3.3% | +0.5% |
| 3M | +3.2% | -14.4% | +17.7% | +4.5% |
| 6M | -14.6% | -19.5% | +4.9% | -13.1% |
| YTD | +1.8% | -13.8% | +15.5% | +2.9% |
| 1Y | +20.7% | -2.4% | +23.1% | +20.7% |
| 3Y | +126.5% | +21.3% | +105.2% | +120.9% |
| 5Y | +140.0% | +53.6% | +86.4% | +130.1% |
| All | +140.0% | +51.7% | +88.4% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling