+25,809.4%
AVGO vs GLD
+292.1%
+25,517.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -9.9% | +4.7% | -14.6% | -10.4% |
| 30D | -22.0% | -0.9% | -21.1% | -21.9% |
| 3M | -30.0% | -4.4% | -25.6% | -29.8% |
| 6M | -30.7% | -13.6% | -17.2% | -30.0% |
| YTD | -14.7% | -6.0% | -8.7% | -14.3% |
| 1Y | -16.8% | +1.8% | -18.6% | -16.9% |
| 3Y | +244.4% | +103.2% | +141.3% | +233.1% |
| 5Y | +474.0% | +119.3% | +354.7% | +451.7% |
| 10Y | +2,122.6% | +199.5% | +1,923.1% | +2,089.3% |
| All | +25,809.4% | +292.1% | +25,517.3% | +21,031.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling