+816.6%
GLD vs AZN
+725.2%
+91.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | +0.7% | +3.7% | +4.4% |
| 3M | -1.1% | -10.5% | +9.4% | -0.5% |
| 6M | -13.8% | -19.3% | +5.5% | -12.8% |
| YTD | +2.6% | -10.6% | +13.2% | +3.2% |
| 1Y | +24.5% | +0.5% | +24.0% | +24.3% |
| 3Y | +125.8% | +25.9% | +100.0% | +122.1% |
| 5Y | +137.8% | +52.4% | +85.4% | +131.0% |
| 10Y | +221.4% | +220.8% | +0.5% | +200.8% |
| All | +816.6% | +725.2% | +91.4% | +699.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling