+643.0%
AVGO vs GFS
-2.1%
+645.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.0% | +3.2% | -2.2% | -0.3% |
| 30D | -13.3% | -9.6% | -3.7% | -10.0% |
| 3M | -2.9% | -38.5% | +35.6% | +16.2% |
| 6M | +5.7% | -1.3% | +7.0% | +2.3% |
| YTD | +4.6% | +31.8% | -27.2% | -11.9% |
| 1Y | -1.6% | +44.6% | -46.2% | -20.8% |
| 3Y | +336.2% | -20.6% | +356.9% | +331.5% |
| All | +643.0% | -2.1% | +645.1% | +591.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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