+570.0%
AVGO vs GRMN
+119.5%
+450.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.4% |
| 7D | +18.2% | -0.9% | +19.0% | +18.5% |
| 30D | +0.2% | +1.2% | -1.0% | -0.6% |
| 3M | -16.8% | -8.9% | -7.9% | -14.2% |
| 6M | -16.5% | +23.0% | -39.5% | -24.4% |
| YTD | +0.8% | +41.2% | -40.4% | -14.6% |
| 1Y | +2.8% | +47.5% | -44.7% | -14.6% |
| 3Y | +278.5% | +155.8% | +122.8% | +119.8% |
| All | +570.0% | +119.5% | +450.5% | +332.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling