+278.5%
AVGO vs GH
+584.3%
-305.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.7% | -4.5% |
| 7D | +18.2% | +0.6% | +17.6% | +18.1% |
| 30D | +0.2% | -6.9% | +7.1% | +1.4% |
| 3M | -16.8% | -4.9% | -11.9% | -16.3% |
| 6M | -16.5% | +54.1% | -70.5% | -21.7% |
| YTD | +0.8% | +48.5% | -47.7% | -5.6% |
| 1Y | +2.8% | +61.2% | -58.3% | -4.8% |
| 3Y | +278.5% | +570.3% | -291.8% | +173.1% |
| All | +278.5% | +584.3% | -305.7% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling