+656.3%
AVGO vs GGLL
+328.7%
+327.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.9% |
| 7D | -3.0% | -4.8% | +1.8% | -1.6% |
| 30D | -14.4% | -13.7% | -0.7% | -10.8% |
| 3M | -14.4% | -21.9% | +7.4% | -9.4% |
| 6M | +13.1% | +11.7% | +1.5% | +3.6% |
| YTD | +3.8% | +2.3% | +1.5% | -2.6% |
| 1Y | +17.8% | +76.2% | -58.4% | -8.9% |
| 3Y | +325.3% | +245.0% | +80.3% | +145.9% |
| All | +656.3% | +328.7% | +327.6% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling