+14,816.8%
AVGO vs GWRE
+736.4%
+14,080.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +1.0% | -30.9% | +32.0% | +12.7% |
| 30D | -13.3% | -20.7% | +7.4% | -7.9% |
| 3M | -2.9% | +20.2% | -23.0% | -12.8% |
| 6M | +5.7% | -11.9% | +17.6% | +4.0% |
| YTD | +4.6% | -30.3% | +34.9% | +11.2% |
| 1Y | -1.6% | -44.6% | +43.0% | +13.8% |
| 3Y | +336.2% | +48.8% | +287.4% | +229.0% |
| 5Y | +695.6% | +14.8% | +680.9% | +543.7% |
| 10Y | +2,827.6% | +128.1% | +2,699.5% | +1,690.6% |
| All | +14,816.8% | +736.4% | +14,080.4% | +6,660.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling