+132.0%
GLW vs MET
+24.0%
+108.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.7% | +7.3% |
| 7D | +14.0% | +1.1% | +12.9% | +14.0% |
| 30D | +0.4% | -2.3% | +2.7% | +0.1% |
| 3M | -11.3% | +13.9% | -25.2% | -12.2% |
| 6M | +35.1% | +34.8% | +0.3% | +25.8% |
| YTD | +90.5% | +23.5% | +67.0% | +78.5% |
| 1Y | +132.0% | +23.4% | +108.6% | +118.3% |
| All | +132.0% | +24.0% | +108.0% | +118.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling