+339.7%
AVGO vs GFS
-21.4%
+361.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.9% |
| 7D | -0.8% | +4.5% | -5.3% | -2.6% |
| 30D | -13.7% | -8.2% | -5.5% | -10.9% |
| 3M | -6.9% | -38.9% | +31.9% | +12.5% |
| 6M | +5.8% | -2.9% | +8.7% | +2.2% |
| YTD | +5.7% | +31.8% | -26.1% | -13.6% |
| 1Y | +9.0% | +43.1% | -34.1% | -15.0% |
| All | +339.7% | -21.4% | +361.1% | +336.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling