+17.8%
AVGO vs GFI
+45.3%
-27.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -3.0% | +3.1% | -6.1% | -3.6% |
| 30D | -14.4% | +27.1% | -41.5% | -18.9% |
| 3M | -14.4% | +21.2% | -35.6% | -18.4% |
| 6M | +13.1% | -4.5% | +17.6% | +12.4% |
| YTD | +3.8% | +11.7% | -7.9% | -3.7% |
| 1Y | +17.8% | +46.0% | -28.3% | -2.5% |
| All | +17.8% | +45.3% | -27.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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