+2,660.6%
AVGO vs GS
+452.1%
+2,208.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -5.0% |
| 7D | +18.2% | +5.9% | +12.3% | +14.3% |
| 30D | +0.2% | +4.3% | -4.1% | -1.9% |
| 3M | -16.8% | -11.7% | -5.1% | -10.4% |
| 6M | -16.5% | -3.2% | -13.3% | -15.4% |
| YTD | +0.8% | +5.8% | -5.0% | -3.9% |
| 1Y | +2.8% | +16.0% | -13.2% | -7.0% |
| 3Y | +278.5% | +199.8% | +78.8% | +95.9% |
| 5Y | +573.1% | +155.5% | +417.5% | +274.7% |
| All | +2,660.6% | +452.1% | +2,208.5% | +938.7% |
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