+698.5%
AVGO vs GTLB
-50.8%
+749.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -0.8% | -6.6% | +5.8% | +0.3% |
| 30D | -13.7% | +13.7% | -27.5% | -15.9% |
| 3M | -6.9% | +52.9% | -59.8% | -14.3% |
| 6M | +5.8% | +88.5% | -82.7% | -7.1% |
| YTD | +5.7% | +23.4% | -17.8% | -0.4% |
| 1Y | +9.0% | -3.8% | +12.8% | +7.0% |
| 3Y | +340.5% | -11.5% | +352.0% | +326.8% |
| All | +698.5% | -50.8% | +749.4% | +666.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling