+30,355.4%
AVGO vs GAP
+105.0%
+30,250.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.4% |
| 7D | +6.1% | -9.3% | +15.4% | +8.4% |
| 30D | -2.7% | -5.5% | +2.8% | -1.6% |
| 3M | -16.9% | +3.5% | -20.4% | -18.0% |
| 6M | -19.1% | +0.7% | -19.8% | -20.5% |
| YTD | +0.3% | -13.4% | +13.6% | +0.9% |
| 1Y | -1.2% | -7.7% | +6.5% | -2.3% |
| 3Y | +272.4% | +74.4% | +198.0% | +201.8% |
| 5Y | +579.0% | +5.3% | +573.7% | +479.5% |
| 10Y | +2,584.7% | +4.7% | +2,580.1% | +1,843.6% |
| All | +30,355.4% | +105.0% | +30,250.4% | +15,194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling