+570.0%
AVGO vs GFS
-25.2%
+595.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -3.6% |
| 7D | +18.2% | +7.4% | +10.8% | +14.9% |
| 30D | +0.2% | -15.3% | +15.5% | +7.2% |
| 3M | -16.8% | -21.1% | +4.3% | -9.0% |
| 6M | -16.5% | -44.5% | +28.0% | +3.1% |
| YTD | +0.8% | +19.2% | -18.4% | -12.5% |
| 1Y | +2.8% | +27.2% | -24.4% | -13.2% |
| 3Y | +278.5% | -20.1% | +298.7% | +273.1% |
| All | +570.0% | -25.2% | +595.3% | +553.1% |
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