+643.6%
GOOGL vs META
+422.5%
+221.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | +3.3% | -0.7% | +1.1% |
| 30D | -18.3% | -10.8% | -7.5% | -14.4% |
| 3M | -19.6% | +7.9% | -27.5% | -23.3% |
| 6M | -28.2% | +5.4% | -33.6% | -31.4% |
| YTD | -8.0% | -2.6% | -5.4% | -10.2% |
| 1Y | -0.7% | +1.9% | -2.5% | -5.1% |
| 3Y | +118.8% | +97.0% | +21.8% | +44.8% |
| 5Y | +98.9% | +97.6% | +1.2% | +21.9% |
| 10Y | +643.6% | +436.0% | +207.6% | +124.9% |
| All | +643.6% | +422.5% | +221.1% | +124.9% |
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