+661.8%
AVGO vs GTLB
-49.4%
+711.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.7% | -4.9% |
| 7D | +18.2% | -0.7% | +18.9% | +18.3% |
| 30D | +0.2% | -10.2% | +10.4% | +2.2% |
| 3M | -16.8% | +10.1% | -26.9% | -18.6% |
| 6M | -16.5% | +116.5% | -132.9% | -28.1% |
| YTD | +0.8% | +27.2% | -26.4% | -5.7% |
| 1Y | +2.8% | +8.6% | -5.7% | -1.2% |
| 3Y | +278.5% | +5.6% | +273.0% | +257.1% |
| 5Y | +573.1% | -61.8% | +634.9% | +543.4% |
| All | +661.8% | -49.4% | +711.2% | +625.6% |
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