+244.4%
AVGO vs GGLL
+154.9%
+89.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -9.9% | +3.1% | -13.0% | -10.7% |
| 30D | -22.0% | -36.3% | +14.3% | -12.1% |
| 3M | -30.0% | -40.4% | +10.3% | -20.0% |
| 6M | -30.7% | -54.6% | +23.9% | -15.5% |
| YTD | -14.7% | -31.1% | +16.5% | -11.9% |
| 1Y | -16.8% | -19.2% | +2.4% | -19.1% |
| 3Y | +244.4% | +151.5% | +92.9% | +119.9% |
| All | +244.4% | +154.9% | +89.5% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling