-6.8%
AVGO vs GEV
+46.2%
-53.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.3% | +7.3% | +1.8% |
| 7D | -7.5% | -5.1% | -2.3% | -5.7% |
| 30D | -10.2% | -15.8% | +5.6% | -4.2% |
| 3M | -22.0% | -18.2% | -3.8% | -16.2% |
| 6M | -21.6% | -22.4% | +0.8% | -15.2% |
| YTD | -5.4% | +27.7% | -33.2% | -18.4% |
| 1Y | -6.8% | +52.4% | -59.2% | -26.3% |
| All | -6.8% | +46.2% | -53.0% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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