-30.7%
AVGO vs GLW
-43.8%
+13.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.1% |
| 7D | -9.9% | -13.9% | +4.0% | -5.7% |
| 30D | -22.0% | -35.0% | +13.0% | -12.0% |
| 3M | -30.0% | -32.4% | +2.3% | -22.4% |
| 6M | -30.7% | -41.3% | +10.6% | -23.5% |
| All | -30.7% | -43.8% | +13.0% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling