+1,614.9%
AVGO vs GH
+446.7%
+1,168.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.7% | -4.4% |
| 7D | +18.2% | +0.6% | +17.6% | +18.1% |
| 30D | +0.2% | -6.9% | +7.1% | +1.6% |
| 3M | -16.8% | -4.9% | -11.9% | -16.3% |
| 6M | -16.5% | +54.1% | -70.5% | -23.2% |
| YTD | +0.8% | +48.5% | -47.7% | -7.4% |
| 1Y | +2.8% | +61.2% | -58.3% | -6.9% |
| 3Y | +278.5% | +570.3% | -291.8% | +150.7% |
| 5Y | +573.1% | +46.1% | +526.9% | +443.5% |
| All | +1,614.9% | +446.7% | +1,168.2% | +1,032.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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