+650.3%
AVGO vs GFS
-2.1%
+652.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.9% |
| 7D | -0.8% | +4.5% | -5.3% | -2.5% |
| 30D | -13.7% | -8.2% | -5.5% | -11.0% |
| 3M | -6.9% | -38.9% | +31.9% | +11.6% |
| 6M | +5.8% | -2.9% | +8.7% | +3.1% |
| YTD | +5.7% | +31.8% | -26.1% | -11.0% |
| 1Y | +9.0% | +43.1% | -34.1% | -11.9% |
| 3Y | +340.5% | -20.6% | +361.2% | +335.8% |
| All | +650.3% | -2.1% | +652.4% | +597.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling