+1,332.1%
AVGO vs GLDM
+221.7%
+1,110.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.8% | -11.3% | -10.6% |
| 7D | -15.5% | +1.9% | -17.4% | -15.9% |
| 30D | -22.4% | -1.7% | -20.7% | -22.1% |
| 3M | -30.2% | -3.5% | -26.6% | -29.7% |
| 6M | -31.6% | -10.1% | -21.5% | -30.1% |
| YTD | -15.3% | -5.0% | -10.3% | -15.1% |
| 1Y | -18.2% | +2.8% | -21.0% | -19.6% |
| 3Y | +241.2% | +105.1% | +136.1% | +186.0% |
| 5Y | +469.8% | +124.3% | +345.5% | +360.4% |
| All | +1,332.1% | +221.7% | +1,110.4% | +1,131.3% |
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 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