+28,084.6%
AVGO vs GLW
+939.6%
+27,145.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.3% | -0.5% | +4.0% |
| 7D | -0.9% | -5.9% | +5.0% | +2.3% |
| 30D | -11.6% | -26.0% | +14.4% | +3.0% |
| 3M | -25.2% | -29.9% | +4.7% | -12.1% |
| 6M | -25.4% | -37.8% | +12.3% | -13.0% |
| YTD | -7.2% | +33.1% | -40.3% | -34.3% |
| 1Y | -7.9% | +36.8% | -44.7% | -35.6% |
| 3Y | +262.1% | +356.1% | -94.0% | +26.2% |
| 5Y | +525.7% | +243.8% | +281.9% | +153.3% |
| 10Y | +2,300.3% | +542.4% | +1,757.9% | +563.0% |
| All | +28,084.6% | +939.6% | +27,145.0% | +5,748.6% |
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