-16.9%
AVGO vs GAP
+3.3%
-20.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.3% |
| 7D | +6.1% | -9.3% | +15.4% | +7.3% |
| 30D | -2.7% | -5.5% | +2.8% | -1.4% |
| 3M | -16.9% | +3.5% | -20.4% | -15.6% |
| All | -16.9% | +3.3% | -20.2% | -15.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling