+25,809.4%
AVGO vs GLW
+851.6%
+24,957.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.6% |
| 7D | -9.9% | -13.9% | +4.0% | -2.7% |
| 30D | -22.0% | -35.0% | +13.0% | -2.9% |
| 3M | -30.0% | -32.4% | +2.3% | -16.4% |
| 6M | -30.7% | -41.3% | +10.6% | -16.8% |
| YTD | -14.7% | +21.8% | -36.5% | -36.8% |
| 1Y | -16.8% | +21.8% | -38.6% | -38.2% |
| 3Y | +244.4% | +307.7% | -63.2% | +27.2% |
| 5Y | +474.0% | +213.7% | +260.3% | +143.5% |
| 10Y | +2,122.6% | +509.3% | +1,613.3% | +530.8% |
| All | +25,809.4% | +851.6% | +24,957.8% | +5,524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling