+2,475.6%
AVGO vs GS
+475.4%
+2,000.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.7% |
| 7D | 0.0% | +1.6% | -1.6% | -0.7% |
| 30D | -8.2% | +1.7% | -9.8% | -8.7% |
| 3M | -21.3% | -11.6% | -9.7% | -15.2% |
| 6M | -22.5% | -1.9% | -20.6% | -22.1% |
| YTD | -3.6% | +5.1% | -8.6% | -7.6% |
| 1Y | -6.7% | +16.4% | -23.1% | -15.7% |
| 3Y | +258.1% | +199.0% | +59.2% | +86.1% |
| 5Y | +560.9% | +157.4% | +403.4% | +267.3% |
| 10Y | +2,475.6% | +457.2% | +2,018.4% | +932.7% |
| All | +2,475.6% | +475.4% | +2,000.2% | +932.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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