+526.0%
GLW vs MET
+197.3%
+328.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.7% |
| 7D | +7.7% | +4.5% | +3.3% | +5.3% |
| 30D | -18.8% | +3.5% | -22.4% | -20.4% |
| 3M | -27.7% | +5.9% | -33.7% | -30.5% |
| 6M | -44.4% | +33.1% | -77.5% | -54.0% |
| YTD | +31.3% | +33.6% | -2.3% | +7.6% |
| 1Y | +40.0% | +32.7% | +7.4% | +15.1% |
| 3Y | +339.2% | +85.0% | +254.2% | +187.2% |
| 5Y | +229.2% | +85.6% | +143.6% | +110.2% |
| All | +526.0% | +197.3% | +328.7% | +168.5% |
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