+2,300.3%
AVGO vs GPC
+93.7%
+2,206.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.3% | +6.5% | +8.0% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | -11.6% | -1.1% | -10.6% | -11.5% |
| 3M | -25.2% | -6.6% | -18.5% | -23.7% |
| 6M | -25.4% | +22.2% | -47.7% | -32.1% |
| YTD | -7.2% | +5.1% | -12.2% | -11.8% |
| 1Y | -7.9% | +2.8% | -10.7% | -11.9% |
| 3Y | +262.1% | +2.4% | +259.7% | +229.8% |
| 5Y | +525.7% | +7.8% | +517.9% | +448.1% |
| 10Y | +2,300.3% | +87.2% | +2,213.1% | +1,554.0% |
| All | +2,300.3% | +93.7% | +2,206.6% | +1,554.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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