+180.5%
AVGO vs GEV
+735.9%
-555.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -1.5% |
| 7D | +1.1% | +1.6% | -0.5% | +0.3% |
| 30D | -13.0% | -7.9% | -5.0% | -9.6% |
| 3M | -6.0% | +5.6% | -11.6% | -10.5% |
| 6M | +6.4% | +13.1% | -6.7% | -3.2% |
| YTD | +5.0% | +46.7% | -41.8% | -17.5% |
| 1Y | +1.4% | +51.3% | -49.9% | -22.8% |
| All | +180.5% | +735.9% | -555.4% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling