+1,469.4%
AVGO vs GLDM
+225.0%
+1,244.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +8.3% |
| 7D | -0.9% | +5.0% | -5.8% | -2.0% |
| 30D | -11.6% | -1.3% | -10.3% | -11.3% |
| 3M | -25.2% | -4.7% | -20.5% | -24.4% |
| 6M | -25.4% | -12.4% | -13.1% | -23.4% |
| YTD | -7.2% | -4.1% | -3.1% | -7.2% |
| 1Y | -7.9% | +3.3% | -11.2% | -9.5% |
| 3Y | +262.1% | +110.9% | +151.2% | +201.8% |
| 5Y | +525.7% | +124.8% | +400.9% | +405.2% |
| All | +1,469.4% | +225.0% | +1,244.3% | +1,246.3% |
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