+169.4%
AVGO vs GEV
+601.7%
-432.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -3.8% |
| 7D | +18.2% | +3.7% | +14.4% | +16.0% |
| 30D | +0.2% | -14.7% | +14.9% | +8.1% |
| 3M | -16.8% | -23.4% | +6.6% | -5.8% |
| 6M | -16.5% | -24.3% | +7.9% | -6.4% |
| YTD | +0.8% | +23.2% | -22.4% | -14.1% |
| 1Y | +2.8% | +44.2% | -41.4% | -20.6% |
| All | +169.4% | +601.7% | -432.3% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling