+195.1%
GLW vs MET
+1,317.8%
-1,122.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.3% |
| 7D | -13.9% | -1.2% | -12.8% | -13.4% |
| 30D | -35.0% | +3.2% | -38.2% | -36.0% |
| 3M | -32.4% | -1.1% | -31.3% | -32.4% |
| 6M | -41.3% | +25.0% | -66.4% | -47.8% |
| YTD | +21.8% | +27.9% | -6.0% | +6.9% |
| 1Y | +21.8% | +32.9% | -11.0% | +5.1% |
| 3Y | +307.7% | +78.8% | +228.9% | +205.0% |
| 5Y | +213.7% | +79.6% | +134.1% | +131.8% |
| 10Y | +509.3% | +228.1% | +281.2% | +238.8% |
| All | +195.1% | +1,317.8% | -1,122.6% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling