+559.5%
AVGO vs GEHC
+32.6%
+526.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.2% | -5.2% |
| 7D | +18.2% | +0.8% | +17.4% | +17.9% |
| 30D | +0.2% | +21.3% | -21.1% | -5.6% |
| 3M | -16.8% | +12.6% | -29.4% | -19.9% |
| 6M | -16.5% | +34.3% | -50.8% | -25.0% |
| YTD | +0.8% | +1.4% | -0.6% | -0.5% |
| 1Y | +2.8% | +12.5% | -9.6% | -2.9% |
| 3Y | +278.5% | +19.2% | +259.3% | +244.8% |
| All | +559.5% | +32.6% | +526.8% | +495.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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