+17.8%
AVGO vs GWRE
-25.4%
+43.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -19.9% | +20.1% | +1.4% |
| 7D | -3.0% | -21.1% | +18.1% | -1.7% |
| 30D | -14.4% | +1.3% | -15.7% | -14.8% |
| 3M | -14.4% | +7.4% | -21.9% | -14.4% |
| 6M | +13.1% | +5.6% | +7.5% | +13.3% |
| YTD | +3.8% | -19.2% | +23.0% | +14.4% |
| 1Y | +17.8% | -25.1% | +42.9% | +31.3% |
| All | +17.8% | -25.4% | +43.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling