+32,355.3%
AVGO vs GAP
+111.5%
+32,243.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -0.3% | +1.7% | -2.0% | -0.7% |
| 30D | -13.8% | +9.3% | -23.2% | -15.9% |
| 3M | -6.9% | +6.1% | -13.0% | -8.8% |
| 6M | +11.9% | -2.3% | +14.2% | +10.7% |
| YTD | +6.9% | -10.6% | +17.5% | +7.0% |
| 1Y | +7.4% | -4.4% | +11.8% | +5.4% |
| 3Y | +345.6% | +118.3% | +227.3% | +241.8% |
| 5Y | +718.9% | +12.2% | +706.7% | +587.6% |
| 10Y | +2,755.4% | +33.7% | +2,721.6% | +1,804.6% |
| All | +32,355.3% | +111.5% | +32,243.8% | +16,116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GAP 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling