+1,530.8%
AVGO vs GLDM
+216.5%
+1,314.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.5% | +4.5% |
| 7D | 0.0% | +2.9% | -2.9% | -0.8% |
| 30D | -8.2% | -3.9% | -4.3% | -7.3% |
| 3M | -21.3% | -8.1% | -13.1% | -19.8% |
| 6M | -22.5% | -14.7% | -7.8% | -19.9% |
| YTD | -3.6% | -6.6% | +3.0% | -3.0% |
| 1Y | -6.7% | -2.1% | -4.6% | -7.2% |
| 3Y | +258.1% | +107.7% | +150.5% | +199.7% |
| 5Y | +560.9% | +116.5% | +444.4% | +437.8% |
| All | +1,530.8% | +216.5% | +1,314.3% | +1,307.3% |
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