+2,856.4%
AVGO vs GLW
+858.9%
+1,997.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.9% |
| 7D | -0.8% | +16.9% | -17.7% | -8.8% |
| 30D | -13.7% | +7.0% | -20.7% | -17.6% |
| 3M | -6.9% | -3.0% | -4.0% | -11.6% |
| 6M | +5.8% | +31.0% | -25.2% | -20.3% |
| YTD | +5.7% | +93.4% | -87.7% | -40.6% |
| 1Y | +9.0% | +134.7% | -125.7% | -45.9% |
| 3Y | +340.5% | +471.8% | -131.3% | +23.3% |
| 5Y | +711.1% | +394.5% | +316.6% | +144.7% |
| 10Y | +2,856.4% | +867.9% | +1,988.5% | +428.2% |
| All | +2,856.4% | +858.9% | +1,997.5% | +428.2% |
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