+325.4%
AVGO vs GS
+239.2%
+86.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.0% | +0.9% | -3.9% | -3.6% |
| 30D | -14.4% | -1.6% | -12.9% | -13.7% |
| 3M | -14.4% | -4.5% | -10.0% | -12.2% |
| 6M | +13.1% | +20.9% | -7.7% | -1.4% |
| YTD | +3.8% | +19.9% | -16.1% | -9.7% |
| 1Y | +17.8% | +41.4% | -23.6% | -8.3% |
| All | +325.4% | +239.2% | +86.2% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling