+1,654.9%
AVGO vs GLDM
+248.1%
+1,406.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -3.0% | -0.5% | -2.4% | -2.9% |
| 30D | -14.4% | +4.4% | -18.8% | -15.4% |
| 3M | -14.4% | -1.1% | -13.4% | -14.4% |
| 6M | +13.1% | -13.7% | +26.8% | +16.2% |
| YTD | +3.8% | +2.8% | +1.0% | +2.2% |
| 1Y | +17.8% | +24.8% | -7.1% | +10.8% |
| 3Y | +325.3% | +127.8% | +197.4% | +248.3% |
| 5Y | +689.9% | +141.1% | +548.8% | +527.8% |
| All | +1,654.9% | +248.1% | +1,406.8% | +1,382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling