+691.7%
AVGO vs GLW
+345.9%
+345.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -2.4% |
| 7D | -3.0% | +3.8% | -6.7% | -4.7% |
| 30D | -14.4% | -1.3% | -13.1% | -14.7% |
| 3M | -14.4% | -21.8% | +7.4% | -9.1% |
| 6M | +13.1% | +6.9% | +6.2% | -4.2% |
| YTD | +3.8% | +77.2% | -73.4% | -39.9% |
| 1Y | +17.8% | +123.2% | -105.5% | -41.9% |
| 3Y | +325.3% | +400.0% | -74.7% | +23.0% |
| All | +691.7% | +345.9% | +345.8% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling