+650.5%
GS vs AZN
+213.8%
+436.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | +2.4% | -2.9% | +5.3% | +3.1% |
| 30D | -0.1% | -3.1% | +3.0% | +0.6% |
| 3M | +0.2% | -14.4% | +14.6% | +3.4% |
| 6M | +24.8% | -19.5% | +44.3% | +30.7% |
| YTD | +18.8% | -13.8% | +32.5% | +21.8% |
| 1Y | +37.3% | -2.4% | +39.7% | +36.0% |
| 3Y | +237.9% | +21.3% | +216.6% | +211.9% |
| 5Y | +187.0% | +53.6% | +133.4% | +144.4% |
| 10Y | +650.5% | +220.1% | +430.4% | +457.7% |
| All | +650.5% | +213.8% | +436.7% | +457.7% |
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 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