+469.8%
AVGO vs GD
+97.4%
+372.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.3% | -8.1% | -9.5% |
| 7D | -15.5% | -3.9% | -11.6% | -14.1% |
| 30D | -22.4% | +8.1% | -30.5% | -24.9% |
| 3M | -30.2% | -6.8% | -23.4% | -28.3% |
| 6M | -31.6% | +3.0% | -34.6% | -33.0% |
| YTD | -15.3% | +7.8% | -23.1% | -19.5% |
| 1Y | -18.2% | +5.8% | -24.0% | -21.5% |
| 3Y | +241.2% | +55.3% | +185.9% | +163.3% |
| 5Y | +469.8% | +96.7% | +373.1% | +281.9% |
| All | +469.8% | +97.4% | +372.4% | +281.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling