+325.4%
AVGO vs FGI
-4.4%
+329.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.3% | +0.2% |
| 7D | -3.0% | +0.5% | -3.5% | -3.0% |
| 30D | -14.4% | +65.4% | -79.8% | -15.0% |
| 3M | -14.4% | +23.5% | -37.9% | -14.8% |
| 6M | +13.1% | +60.5% | -47.4% | +11.4% |
| YTD | +3.8% | +30.0% | -26.2% | +2.5% |
| 1Y | +17.8% | +82.1% | -64.3% | +17.1% |
| All | +325.4% | -4.4% | +329.8% | +325.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling