+707.7%
AVGO vs GTLB
-50.0%
+757.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.4% | +8.4% | +3.9% |
| 7D | -0.3% | +4.6% | -4.9% | -1.2% |
| 30D | -13.8% | +21.0% | -34.8% | -17.0% |
| 3M | -6.9% | +51.7% | -58.6% | -14.2% |
| 6M | +11.9% | +89.3% | -77.3% | -1.8% |
| YTD | +6.9% | +25.6% | -18.8% | +0.4% |
| 1Y | +7.4% | -1.5% | +9.0% | +4.9% |
| 3Y | +345.6% | -9.9% | +355.5% | +330.3% |
| All | +707.7% | -50.0% | +757.6% | +672.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling