+1.4%
AVGO vs GTLB
-4.2%
+5.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.1% | -5.7% | +6.8% | +1.6% |
| 30D | -13.0% | +15.1% | -28.1% | -14.3% |
| 3M | -6.0% | +65.5% | -71.4% | -10.7% |
| 6M | +6.4% | +102.9% | -96.5% | -1.8% |
| YTD | +5.0% | +25.2% | -20.2% | +3.2% |
| 1Y | +1.4% | -5.5% | +6.9% | +4.8% |
| All | +1.4% | -4.2% | +5.6% | +4.8% |
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