-12.8%
AVGO vs IAU
-17.5%
+4.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.8% | +8.3% | +6.5% |
| 7D | +25.0% | -5.5% | +30.4% | +27.5% |
| 30D | +2.0% | -7.0% | +9.0% | +4.9% |
| 3M | -12.3% | -12.3% | 0.0% | -7.7% |
| 6M | -12.8% | -17.9% | +5.1% | +1.2% |
| All | -12.8% | -17.5% | +4.7% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling