+2,798.6%
AVGO vs SPGI
+329.2%
+2,469.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.3% |
| 7D | +25.0% | -0.8% | +25.8% | +25.5% |
| 30D | +2.0% | +14.3% | -12.3% | -5.7% |
| 3M | -12.3% | +14.5% | -26.8% | -19.6% |
| 6M | -12.8% | +17.3% | -30.1% | -23.0% |
| YTD | +5.9% | -4.6% | +10.4% | +4.5% |
| 1Y | +3.3% | +0.8% | +2.6% | -1.9% |
| 3Y | +293.1% | +28.8% | +264.3% | +206.9% |
| 5Y | +606.7% | +14.0% | +592.8% | +490.6% |
| All | +2,798.6% | +329.2% | +2,469.4% | +988.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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