+2,660.6%
AVGO vs GAP
+1.5%
+2,659.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -3.9% | -4.6% |
| 7D | +18.2% | -1.9% | +20.1% | +18.6% |
| 30D | +0.2% | -7.1% | +7.3% | +1.6% |
| 3M | -16.8% | +4.1% | -20.9% | -17.9% |
| 6M | -16.5% | +1.9% | -18.4% | -17.9% |
| YTD | +0.8% | -15.2% | +16.0% | +1.8% |
| 1Y | +2.8% | -10.6% | +13.5% | +2.5% |
| 3Y | +278.5% | +74.6% | +204.0% | +215.4% |
| 5Y | +573.1% | +3.7% | +569.4% | +484.0% |
| All | +2,660.6% | +1.5% | +2,659.1% | +1,930.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling