+2,770.9%
AVGO vs GRMN
+677.8%
+2,093.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -1.7% |
| 7D | +1.1% | +2.4% | -1.3% | -0.1% |
| 30D | -13.0% | -8.5% | -4.5% | -9.3% |
| 3M | -6.0% | +19.5% | -25.4% | -15.0% |
| 6M | +6.4% | +21.2% | -14.8% | -4.6% |
| YTD | +5.0% | +41.0% | -36.1% | -13.6% |
| 1Y | +1.4% | +19.6% | -18.2% | -9.9% |
| 3Y | +336.8% | +183.8% | +153.0% | +123.6% |
| 5Y | +698.2% | +83.0% | +615.2% | +422.3% |
| All | +2,770.9% | +677.8% | +2,093.2% | +858.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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