+1,595.8%
AVGO vs GLDM
+212.7%
+1,383.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 7D | +6.1% | -2.0% | +8.0% | +6.5% |
| 30D | -2.7% | -4.4% | +1.8% | -1.7% |
| 3M | -16.9% | -8.8% | -8.0% | -15.2% |
| 6M | -19.1% | -15.9% | -3.3% | -16.2% |
| YTD | +0.3% | -7.7% | +8.0% | +1.1% |
| 1Y | -1.2% | -3.6% | +2.4% | -1.4% |
| 3Y | +272.4% | +105.2% | +167.2% | +212.5% |
| 5Y | +579.0% | +112.8% | +466.3% | +454.5% |
| All | +1,595.8% | +212.7% | +1,383.1% | +1,367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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