+463.3%
GLW vs MET
+66.4%
+396.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.7% | +8.3% |
| 7D | +14.0% | +1.1% | +12.9% | +13.4% |
| 30D | +0.4% | -2.3% | +2.7% | +1.0% |
| 3M | -11.3% | +13.9% | -25.2% | -16.9% |
| 6M | +35.1% | +34.8% | +0.3% | +16.5% |
| YTD | +90.5% | +23.5% | +67.0% | +69.9% |
| 1Y | +132.0% | +23.4% | +108.6% | +106.3% |
| 3Y | +463.3% | +64.9% | +398.4% | +324.7% |
| All | +463.3% | +66.4% | +396.9% | +324.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling