+2,062.4%
AVGO vs GD
+190.6%
+1,871.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.1% |
| 7D | -9.9% | -5.0% | -5.0% | -7.4% |
| 30D | -22.0% | +8.9% | -30.9% | -25.6% |
| 3M | -30.0% | -8.0% | -22.0% | -27.2% |
| 6M | -30.7% | +2.9% | -33.6% | -32.7% |
| YTD | -14.7% | +7.1% | -21.7% | -19.7% |
| 1Y | -16.8% | +5.9% | -22.7% | -21.2% |
| 3Y | +244.4% | +53.9% | +190.6% | +158.2% |
| 5Y | +474.0% | +95.4% | +378.6% | +267.0% |
| All | +2,062.4% | +190.6% | +1,871.8% | +1,164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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