+1,665.5%
AVGO vs GH
+481.7%
+1,183.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -14.4% | -1.1% | -13.4% | -14.4% |
| 3M | -14.4% | +21.3% | -35.7% | -17.6% |
| 6M | +13.1% | +73.5% | -60.4% | +1.7% |
| YTD | +3.8% | +58.0% | -54.2% | -5.5% |
| 1Y | +17.8% | +163.1% | -145.3% | -3.0% |
| 3Y | +325.3% | +361.0% | -35.8% | +200.5% |
| 5Y | +689.9% | +22.5% | +667.4% | +558.3% |
| All | +1,665.5% | +481.7% | +1,183.8% | +1,055.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling