-6.8%
AVGO vs GLW
+40.1%
-47.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.8% | -0.2% |
| 7D | -7.5% | -9.5% | +2.0% | -4.7% |
| 30D | -10.2% | -25.5% | +15.3% | -2.2% |
| 3M | -22.0% | -25.6% | +3.6% | -15.7% |
| 6M | -21.6% | -25.5% | +3.9% | -19.0% |
| YTD | -5.4% | +36.4% | -41.8% | -32.9% |
| 1Y | -6.8% | +40.6% | -47.4% | -34.7% |
| All | -6.8% | +40.1% | -47.0% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 1y: compounded portfolio wealth divided by compounded GLW 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…
1y analysis · Full analysis span regression · 6 months rolling