+332.9%
AVGO vs GLW
+423.6%
-90.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -2.1% |
| 7D | -3.0% | +3.8% | -6.7% | -4.5% |
| 30D | -14.4% | -1.3% | -13.1% | -14.6% |
| 3M | -14.4% | -21.8% | +7.4% | -9.6% |
| 6M | +13.1% | +6.9% | +6.2% | -3.2% |
| YTD | +3.8% | +77.2% | -73.4% | -39.9% |
| 1Y | +17.8% | +123.2% | -105.5% | -42.5% |
| All | +332.9% | +423.6% | -90.6% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling