+345.6%
AVGO vs GSK
+53.4%
+292.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +2.7% |
| 7D | -0.3% | -4.2% | +3.9% | -0.7% |
| 30D | -13.8% | -7.5% | -6.3% | -14.5% |
| 3M | -6.9% | -3.3% | -3.6% | -7.2% |
| 6M | +11.9% | -9.3% | +21.3% | +11.5% |
| YTD | +6.9% | +1.6% | +5.3% | +7.2% |
| 1Y | +7.4% | +25.5% | -18.1% | +8.4% |
| 3Y | +345.6% | +49.3% | +296.3% | +349.1% |
| All | +345.6% | +53.4% | +292.2% | +349.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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