+711.1%
AVGO vs GME
-55.8%
+766.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.6% |
| 7D | -0.8% | +4.8% | -5.6% | -1.2% |
| 30D | -13.7% | +5.9% | -19.6% | -14.2% |
| 3M | -6.9% | -10.7% | +3.8% | -6.2% |
| 6M | +5.8% | -19.8% | +25.6% | +7.5% |
| YTD | +5.7% | -0.9% | +6.6% | +5.5% |
| 1Y | +9.0% | -15.7% | +24.7% | +10.1% |
| 3Y | +340.5% | +12.3% | +328.2% | +289.7% |
| 5Y | +711.1% | -60.1% | +771.1% | +636.8% |
| All | +711.1% | -55.8% | +766.9% | +636.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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