+2,584.7%
AVGO vs GLD
+205.2%
+2,379.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.2% |
| 7D | +6.1% | -2.0% | +8.0% | +6.5% |
| 30D | -2.7% | -4.4% | +1.8% | -1.7% |
| 3M | -16.9% | -8.9% | -8.0% | -15.3% |
| 6M | -19.1% | -16.0% | -3.2% | -16.2% |
| YTD | +0.3% | -7.9% | +8.2% | +1.2% |
| 1Y | -1.2% | -3.9% | +2.7% | -1.3% |
| 3Y | +272.4% | +103.4% | +169.0% | +216.9% |
| 5Y | +579.0% | +109.7% | +469.3% | +464.9% |
| 10Y | +2,584.7% | +211.8% | +2,372.9% | +2,313.9% |
| All | +2,584.7% | +205.2% | +2,379.5% | +2,313.9% |
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