+2,664.2%
AVGO vs GLD
+215.8%
+2,448.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -3.0% | -0.5% | -2.4% | -2.9% |
| 30D | -14.4% | +4.4% | -18.8% | -15.4% |
| 3M | -14.4% | -1.1% | -13.3% | -14.4% |
| 6M | +13.1% | -13.8% | +26.9% | +16.2% |
| YTD | +3.8% | +2.6% | +1.2% | +2.3% |
| 1Y | +17.8% | +24.5% | -6.7% | +11.2% |
| 3Y | +325.3% | +125.8% | +199.4% | +253.8% |
| 5Y | +689.9% | +137.8% | +552.1% | +541.1% |
| All | +2,664.2% | +215.8% | +2,448.4% | +2,283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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