+278.5%
AVGO vs GTLB
+5.1%
+273.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.7% | -5.0% |
| 7D | +18.2% | -0.7% | +18.9% | +18.3% |
| 30D | +0.2% | -10.2% | +10.4% | +2.7% |
| 3M | -16.8% | +10.1% | -26.9% | -19.1% |
| 6M | -16.5% | +116.5% | -132.9% | -31.6% |
| YTD | +0.8% | +27.2% | -26.4% | -6.7% |
| 1Y | +2.8% | +8.6% | -5.7% | -0.9% |
| 3Y | +278.5% | +5.6% | +273.0% | +284.6% |
| All | +278.5% | +5.1% | +273.5% | +284.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling