+10.3%
AVGO vs GLW
+132.5%
-122.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.6% | -4.6% | +0.7% |
| 7D | -0.3% | +14.0% | -14.3% | -4.3% |
| 30D | -13.8% | +0.4% | -14.2% | -14.3% |
| 3M | -6.9% | -11.3% | +4.4% | -7.0% |
| 6M | +11.9% | +35.1% | -23.1% | -7.5% |
| YTD | +6.9% | +90.5% | -83.7% | -34.1% |
| All | +10.3% | +132.5% | -122.2% | -43.0% |
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