+867.9%
GLW vs MET
+245.0%
+622.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +16.9% | -0.8% | +17.6% | +17.2% |
| 30D | +7.0% | -1.4% | +8.4% | +7.5% |
| 3M | -3.0% | +12.5% | -15.5% | -10.9% |
| 6M | +31.0% | +37.1% | -6.1% | +6.9% |
| YTD | +93.4% | +23.8% | +69.6% | +66.2% |
| 1Y | +134.7% | +24.1% | +110.6% | +100.6% |
| 3Y | +471.8% | +65.2% | +406.6% | +301.8% |
| 5Y | +394.5% | +82.3% | +312.2% | +219.7% |
| 10Y | +867.9% | +241.6% | +626.3% | +315.6% |
| All | +867.9% | +245.0% | +622.9% | +315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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