+457.2%
GS vs AZN
+347.7%
+109.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | +1.6% | +1.6% | 0.0% | +1.3% |
| 30D | +1.7% | +17.3% | -15.7% | -2.1% |
| 3M | -11.6% | +15.3% | -26.9% | -14.6% |
| 6M | -1.9% | +2.1% | -4.0% | -3.1% |
| YTD | +5.1% | +2.6% | +2.4% | +3.3% |
| 1Y | +16.4% | +7.9% | +8.6% | +13.0% |
| 3Y | +199.0% | +55.8% | +143.1% | +159.1% |
| 5Y | +157.4% | +63.0% | +94.4% | +117.2% |
| 10Y | +457.2% | +343.2% | +114.0% | +285.3% |
| All | +457.2% | +347.7% | +109.5% | +285.3% |
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