+29.9%
AVGO vs GLXY
-41.9%
+71.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | -0.2% |
| 7D | -9.9% | -14.6% | +4.7% | -7.7% |
| 30D | -22.0% | -36.2% | +14.2% | -16.2% |
| 3M | -30.0% | -30.1% | +0.1% | -26.6% |
| 6M | -30.7% | -56.1% | +25.4% | -22.4% |
| YTD | -14.7% | -38.9% | +24.2% | -11.2% |
| 1Y | -16.8% | -55.0% | +38.2% | -10.1% |
| All | +29.9% | -41.9% | +71.8% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling