+696.9%
AVGO vs GPN
-44.7%
+741.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.1% | -4.6% | +5.7% | +2.4% |
| 30D | -13.0% | -0.3% | -12.7% | -13.1% |
| 3M | -6.0% | +35.4% | -41.4% | -15.1% |
| 6M | +6.4% | +21.7% | -15.3% | -1.2% |
| YTD | +5.0% | +14.9% | -9.9% | -1.4% |
| 1Y | +1.4% | +3.2% | -1.8% | -1.8% |
| 3Y | +336.8% | -27.1% | +364.0% | +366.4% |
| All | +696.9% | -44.7% | +741.6% | +790.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling