+2,770.9%
AVGO vs GWRE
+131.0%
+2,640.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.1% | -13.2% | +14.4% | +5.7% |
| 30D | -13.0% | -18.6% | +5.6% | -8.5% |
| 3M | -6.0% | +18.9% | -24.9% | -15.7% |
| 6M | +6.4% | -11.0% | +17.3% | +4.2% |
| YTD | +5.0% | -29.9% | +34.9% | +12.2% |
| 1Y | +1.4% | -44.3% | +45.7% | +19.1% |
| 3Y | +336.8% | +51.7% | +285.1% | +212.8% |
| 5Y | +698.2% | +15.4% | +682.8% | +527.2% |
| All | +2,770.9% | +131.0% | +2,640.0% | +1,521.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling