+60.9%
AVGO vs GLXY
+7.0%
+53.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.9% | 0.0% |
| 7D | -0.8% | +4.5% | -5.3% | -1.7% |
| 30D | -13.7% | +28.8% | -42.6% | -17.9% |
| 3M | -6.9% | -23.0% | +16.1% | -4.1% |
| 6M | +5.8% | +17.0% | -11.2% | +1.1% |
| YTD | +5.7% | +12.5% | -6.8% | -0.2% |
| 1Y | +9.0% | -5.4% | +14.4% | +6.8% |
| All | +60.9% | +7.0% | +53.9% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling