+2,770.9%
AVGO vs GM
+240.0%
+2,530.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.1% | -2.4% | +3.6% | +2.0% |
| 30D | -13.0% | -1.1% | -11.9% | -12.8% |
| 3M | -6.0% | +6.1% | -12.1% | -8.5% |
| 6M | +6.4% | +15.0% | -8.6% | -0.1% |
| YTD | +5.0% | +6.0% | -1.0% | +1.1% |
| 1Y | +1.4% | +47.1% | -45.7% | -15.0% |
| 3Y | +336.8% | +170.5% | +166.3% | +173.2% |
| 5Y | +698.2% | +80.5% | +617.7% | +470.0% |
| All | +2,770.9% | +240.0% | +2,530.9% | +1,421.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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