+602.8%
AVGO vs GGLL
+194.0%
+408.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.1% |
| 7D | 0.0% | +5.1% | -5.1% | -1.5% |
| 30D | -8.2% | -35.5% | +27.3% | +3.3% |
| 3M | -21.3% | -39.2% | +17.9% | -10.4% |
| 6M | -22.5% | -54.4% | +31.8% | -5.7% |
| YTD | -3.6% | -29.8% | +26.3% | -0.4% |
| 1Y | -6.7% | -20.4% | +13.7% | -7.9% |
| 3Y | +258.1% | +149.7% | +108.4% | +125.2% |
| All | +602.8% | +194.0% | +408.7% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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