+2,660.6%
AVGO vs GD
+165.7%
+2,494.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | +18.2% | +2.7% | +15.5% | +16.6% |
| 30D | +0.2% | +8.6% | -8.4% | -4.2% |
| 3M | -16.8% | -7.1% | -9.7% | -13.8% |
| 6M | -16.5% | +7.5% | -23.9% | -20.7% |
| YTD | +0.8% | +9.9% | -9.1% | -6.5% |
| 1Y | +2.8% | +7.6% | -4.7% | -3.4% |
| 3Y | +278.5% | +56.2% | +222.3% | +180.4% |
| 5Y | +573.1% | +100.6% | +472.4% | +320.6% |
| All | +2,660.6% | +165.7% | +2,494.9% | +1,300.2% |
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