+188.9%
GS vs AZN
+53.9%
+135.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +3.4% | -1.5% | +4.9% | +3.7% |
| 30D | +0.2% | -0.9% | +1.0% | +0.3% |
| 3M | -0.3% | -11.8% | +11.5% | +1.5% |
| 6M | +27.4% | -17.6% | +45.0% | +31.5% |
| YTD | +19.6% | -12.0% | +31.7% | +21.5% |
| 1Y | +42.5% | -0.9% | +43.3% | +40.7% |
| 3Y | +240.4% | +23.7% | +216.8% | +215.1% |
| 5Y | +188.9% | +54.5% | +134.4% | +162.1% |
| All | +188.9% | +53.9% | +135.0% | +162.1% |
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