+3.3%
AVGO vs GD
+5.0%
-1.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.7% | +5.5% |
| 7D | +25.0% | +1.9% | +23.1% | +24.9% |
| 30D | +2.0% | +9.2% | -7.2% | +2.6% |
| 3M | -12.3% | -7.5% | -4.8% | -11.8% |
| 6M | -12.8% | +5.8% | -18.6% | -12.4% |
| YTD | +5.9% | +9.8% | -3.9% | +3.9% |
| 1Y | +3.3% | +5.8% | -2.4% | +4.5% |
| All | +3.3% | +5.0% | -1.7% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling