+2,300.3%
AVGO vs GLD
+205.3%
+2,095.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +8.3% |
| 7D | -0.9% | +4.9% | -5.8% | -2.0% |
| 30D | -11.6% | -1.3% | -10.3% | -11.4% |
| 3M | -25.2% | -4.8% | -20.4% | -24.5% |
| 6M | -25.4% | -12.5% | -12.9% | -23.4% |
| YTD | -7.2% | -4.2% | -2.9% | -7.1% |
| 1Y | -7.9% | +3.0% | -10.9% | -9.4% |
| 3Y | +262.1% | +109.1% | +153.0% | +205.4% |
| 5Y | +525.7% | +121.6% | +404.1% | +413.7% |
| 10Y | +2,300.3% | +212.2% | +2,088.1% | +2,104.5% |
| All | +2,300.3% | +205.3% | +2,095.0% | +2,104.5% |
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