+2,798.6%
AVGO vs GLW
+554.5%
+2,244.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +6.0% |
| 7D | +25.0% | +15.5% | +9.4% | +15.7% |
| 30D | +2.0% | -19.6% | +21.5% | +13.8% |
| 3M | -12.3% | -28.5% | +16.2% | +2.1% |
| 6M | -12.8% | -39.5% | +26.7% | +3.8% |
| YTD | +5.9% | +37.2% | -31.3% | -29.9% |
| 1Y | +3.3% | +35.4% | -32.1% | -30.7% |
| 3Y | +293.1% | +359.7% | -66.6% | +20.3% |
| 5Y | +606.7% | +244.0% | +362.7% | +155.6% |
| All | +2,798.6% | +554.5% | +2,244.2% | +547.9% |
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