+2,628.7%
AVGO vs GD
+190.3%
+2,438.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.2% |
| 7D | -3.0% | -5.3% | +2.3% | -0.2% |
| 30D | -14.4% | -6.4% | -8.0% | -11.5% |
| 3M | -14.4% | +5.7% | -20.1% | -17.6% |
| 6M | +13.1% | -0.9% | +14.1% | +12.3% |
| YTD | +3.8% | +8.2% | -4.4% | -2.6% |
| 1Y | +17.8% | +13.4% | +4.4% | +7.4% |
| 3Y | +325.3% | +68.5% | +256.8% | +200.9% |
| 5Y | +689.9% | +97.2% | +592.8% | +402.4% |
| All | +2,628.7% | +190.3% | +2,438.4% | +1,304.8% |
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