-10.2%
AVGO vs GLW
+33.1%
-43.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.3% | -0.5% | +5.8% |
| 7D | -0.9% | -5.9% | +5.0% | +1.0% |
| 30D | -11.6% | -26.0% | +14.4% | -3.5% |
| 3M | -25.2% | -29.9% | +4.7% | -17.6% |
| 6M | -25.4% | -37.8% | +12.3% | -18.0% |
| YTD | -7.2% | +33.1% | -40.3% | -33.4% |
| All | -10.2% | +33.1% | -43.3% | -34.1% |
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