+2,770.9%
AVGO vs GWW
+570.2%
+2,200.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | +1.1% | -3.4% | +4.5% | +2.5% |
| 30D | -13.0% | -1.9% | -11.1% | -12.5% |
| 3M | -6.0% | -2.4% | -3.6% | -5.5% |
| 6M | +6.4% | +15.7% | -9.4% | -0.5% |
| YTD | +5.0% | +27.6% | -22.6% | -6.2% |
| 1Y | +1.4% | +27.2% | -25.8% | -9.6% |
| 3Y | +336.8% | +89.7% | +247.1% | +227.5% |
| 5Y | +698.2% | +223.9% | +474.3% | +377.7% |
| All | +2,770.9% | +570.2% | +2,200.8% | +1,447.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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