+31,416.6%
AVGO vs GPC
+558.0%
+30,858.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -3.0% | +1.2% | -4.1% | -3.5% |
| 30D | -14.4% | +6.0% | -20.4% | -16.8% |
| 3M | -14.4% | +42.6% | -57.1% | -28.8% |
| 6M | +13.1% | +22.8% | -9.6% | +0.7% |
| YTD | +3.8% | +15.5% | -11.7% | -6.4% |
| 1Y | +17.8% | +2.0% | +15.7% | +12.5% |
| 3Y | +325.3% | -1.4% | +326.7% | +290.9% |
| 5Y | +689.9% | +30.6% | +659.3% | +508.4% |
| 10Y | +2,597.0% | +80.6% | +2,516.4% | +1,505.6% |
| All | +31,416.6% | +558.0% | +30,858.6% | +7,172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling