+185.6%
AVGO vs GEV
+748.2%
-562.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +1.4% |
| 7D | -0.3% | +8.1% | -8.4% | -4.2% |
| 30D | -13.8% | -1.9% | -11.9% | -13.3% |
| 3M | -6.9% | +4.1% | -11.0% | -10.6% |
| 6M | +11.9% | +23.2% | -11.3% | -2.5% |
| YTD | +6.9% | +48.9% | -42.0% | -16.6% |
| 1Y | +7.4% | +62.2% | -54.8% | -21.1% |
| All | +185.6% | +748.2% | -562.5% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling