+474.0%
AVGO vs GLDM
+121.8%
+352.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -9.9% | +4.7% | -14.6% | -11.1% |
| 30D | -22.0% | -0.9% | -21.1% | -21.8% |
| 3M | -30.0% | -4.3% | -25.7% | -29.4% |
| 6M | -30.7% | -13.4% | -17.3% | -28.5% |
| YTD | -14.7% | -5.8% | -8.9% | -14.6% |
| 1Y | -16.8% | +2.1% | -18.8% | -18.6% |
| 3Y | +244.4% | +105.0% | +139.4% | +175.4% |
| All | +474.0% | +121.8% | +352.2% | +311.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling