+2,300.3%
AVGO vs GLW
+554.8%
+1,745.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.3% | -0.5% | +3.9% |
| 7D | -0.9% | -5.9% | +5.0% | +2.3% |
| 30D | -11.6% | -26.0% | +14.4% | +3.1% |
| 3M | -25.2% | -29.9% | +4.7% | -12.0% |
| 6M | -25.4% | -37.8% | +12.3% | -13.2% |
| YTD | -7.2% | +33.1% | -40.3% | -37.4% |
| 1Y | -7.9% | +36.8% | -44.7% | -38.8% |
| 3Y | +262.1% | +356.1% | -94.0% | +11.3% |
| 5Y | +525.7% | +243.8% | +281.9% | +126.2% |
| 10Y | +2,300.3% | +542.4% | +1,757.9% | +416.2% |
| All | +2,300.3% | +554.8% | +1,745.5% | +416.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling