+2,770.9%
AVGO vs GFI
+1,066.8%
+1,704.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +1.1% | -4.9% | +6.0% | +1.5% |
| 30D | -13.0% | +10.7% | -23.7% | -13.7% |
| 3M | -6.0% | +25.6% | -31.6% | -7.7% |
| 6M | +6.4% | -8.3% | +14.6% | +6.4% |
| YTD | +5.0% | +6.3% | -1.3% | +3.7% |
| 1Y | +1.4% | +22.1% | -20.7% | -0.8% |
| 3Y | +336.8% | +289.2% | +47.6% | +298.9% |
| 5Y | +698.2% | +531.7% | +166.5% | +602.8% |
| All | +2,770.9% | +1,066.8% | +1,704.1% | +2,576.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling