+179.7%
AVGO vs GEV
+706.8%
-527.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.5% |
| 7D | +1.0% | -1.9% | +2.9% | +2.0% |
| 30D | -13.3% | -8.7% | -4.6% | -9.5% |
| 3M | -2.9% | +6.6% | -9.5% | -8.0% |
| 6M | +5.7% | +10.2% | -4.5% | -2.5% |
| YTD | +4.6% | +41.6% | -37.0% | -16.3% |
| 1Y | -1.6% | +43.9% | -45.5% | -23.1% |
| All | +179.7% | +706.8% | -527.1% | +5.0% |
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