+2,856.4%
AVGO vs IAU
+221.5%
+2,634.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -0.8% | +0.2% | -0.9% | -0.9% |
| 30D | -13.7% | +0.2% | -14.0% | -13.9% |
| 3M | -6.9% | +3.3% | -10.2% | -7.8% |
| 6M | +5.8% | -14.6% | +20.3% | +8.8% |
| YTD | +5.7% | +1.9% | +3.8% | +4.3% |
| 1Y | +9.0% | +20.9% | -11.9% | +3.6% |
| 3Y | +340.5% | +127.5% | +213.0% | +266.7% |
| 5Y | +711.1% | +141.9% | +569.1% | +558.0% |
| 10Y | +2,856.4% | +222.8% | +2,633.7% | +2,443.1% |
| All | +2,856.4% | +221.5% | +2,634.9% | +2,443.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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