+622.2%
GOOGL vs META
+432.9%
+189.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | -1.1% |
| 7D | +3.3% | +5.7% | -2.4% | +0.7% |
| 30D | -18.1% | -10.8% | -7.3% | -14.2% |
| 3M | -18.6% | +8.4% | -27.0% | -22.6% |
| 6M | -28.0% | +5.4% | -33.4% | -31.2% |
| YTD | -7.8% | -2.6% | -5.2% | -10.0% |
| 1Y | +3.6% | +3.5% | +0.1% | -1.8% |
| 3Y | +123.4% | +102.0% | +21.4% | +45.9% |
| 5Y | +95.3% | +93.1% | +2.3% | +21.3% |
| 10Y | +622.2% | +425.7% | +196.5% | +118.4% |
| All | +622.2% | +432.9% | +189.3% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 10y: compounded portfolio wealth divided by compounded META 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…
10y analysis · Full analysis span regression · 6 months rolling