+17.8%
AVGO vs GTLB
+14.4%
+3.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.1% |
| 7D | -3.0% | +11.1% | -14.0% | -4.1% |
| 30D | -14.4% | +37.8% | -52.2% | -17.7% |
| 3M | -14.4% | +61.6% | -76.0% | -19.3% |
| 6M | +13.1% | +98.9% | -85.8% | +3.2% |
| YTD | +3.8% | +32.8% | -29.0% | +2.2% |
| 1Y | +17.8% | +14.7% | +3.1% | +17.9% |
| All | +17.8% | +14.4% | +3.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling