+329.1%
GLW vs MET
+1,300.1%
-971.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.4% |
| 7D | +3.8% | +1.2% | +2.6% | +3.2% |
| 30D | -1.3% | +1.4% | -2.8% | -2.2% |
| 3M | -21.8% | +17.7% | -39.5% | -28.2% |
| 6M | +6.9% | +35.0% | -28.1% | -7.5% |
| YTD | +77.2% | +26.3% | +50.9% | +57.0% |
| 1Y | +123.2% | +22.8% | +100.4% | +99.6% |
| 3Y | +400.0% | +65.9% | +334.1% | +287.8% |
| 5Y | +342.8% | +85.4% | +257.4% | +223.7% |
| 10Y | +771.4% | +253.7% | +517.7% | +372.0% |
| All | +329.1% | +1,300.1% | -971.0% | +20.8% |
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