+2,856.4%
AVGO vs GPC
+83.6%
+2,772.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -13.7% | +1.3% | -15.0% | -14.3% |
| 3M | -6.9% | +37.1% | -44.0% | -18.3% |
| 6M | +5.8% | +23.2% | -17.4% | -3.6% |
| YTD | +5.7% | +13.1% | -7.4% | -1.9% |
| 1Y | +9.0% | +0.9% | +8.2% | +5.7% |
| 3Y | +340.5% | -0.8% | +341.3% | +311.3% |
| 5Y | +711.1% | +31.1% | +679.9% | +556.4% |
| 10Y | +2,856.4% | +87.4% | +2,769.0% | +1,932.3% |
| All | +2,856.4% | +83.6% | +2,772.8% | +1,932.3% |
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