+339.7%
AVGO vs GTLB
-12.2%
+351.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -0.8% | -6.6% | +5.8% | +0.7% |
| 30D | -13.7% | +13.7% | -27.5% | -16.6% |
| 3M | -6.9% | +52.9% | -59.8% | -16.7% |
| 6M | +5.8% | +88.5% | -82.7% | -11.4% |
| YTD | +5.7% | +23.4% | -17.8% | -1.6% |
| 1Y | +9.0% | -3.8% | +12.8% | +8.1% |
| All | +339.7% | -12.2% | +351.9% | +334.2% |
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