+696.9%
AVGO vs GIS
-25.1%
+722.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.2% |
| 7D | +1.1% | -6.4% | +7.5% | -0.8% |
| 30D | -13.0% | -6.1% | -6.9% | -14.4% |
| 3M | -6.0% | +7.8% | -13.8% | -3.2% |
| 6M | +6.4% | -8.8% | +15.2% | +5.5% |
| YTD | +5.0% | -19.1% | +24.1% | +1.3% |
| 1Y | +1.4% | -24.8% | +26.2% | -3.1% |
| 3Y | +336.8% | -37.6% | +374.4% | +303.0% |
| All | +696.9% | -25.1% | +722.0% | +595.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 5y: compounded portfolio wealth divided by compounded GIS 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…
5y analysis · Full analysis span regression · 6 months rolling