-41.3%
GLW vs MET
+23.7%
-65.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +1.4% |
| 7D | -13.9% | -1.2% | -12.8% | -14.4% |
| 30D | -35.0% | +3.2% | -38.2% | -31.6% |
| 3M | -32.4% | -1.1% | -31.3% | -32.3% |
| 6M | -41.3% | +25.0% | -66.4% | -27.3% |
| All | -41.3% | +23.7% | -65.1% | -27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling