+2,770.9%
AVGO vs GPN
+28.5%
+2,742.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.1% | -4.3% | +5.5% | +2.8% |
| 30D | -13.0% | 0.0% | -13.0% | -13.2% |
| 3M | -6.0% | +35.8% | -41.8% | -18.3% |
| 6M | +6.4% | +22.0% | -15.6% | -4.1% |
| YTD | +5.0% | +15.2% | -10.2% | -4.2% |
| 1Y | +1.4% | +3.5% | -2.1% | -3.9% |
| 3Y | +336.8% | -26.9% | +363.8% | +366.7% |
| 5Y | +698.2% | -44.2% | +742.4% | +834.2% |
| All | +2,770.9% | +28.5% | +2,742.4% | +2,144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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