+102.8%
GOOGL vs META
+90.7%
+12.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +5.7% | +3.1% | +2.6% | +4.5% |
| 30D | -15.6% | -18.2% | +2.6% | -9.2% |
| 3M | -13.0% | +7.8% | -20.8% | -16.4% |
| 6M | -22.8% | +3.6% | -26.4% | -25.2% |
| YTD | -4.4% | -5.3% | +0.9% | -5.3% |
| 1Y | +4.5% | +2.7% | +1.7% | +0.1% |
| 3Y | +127.4% | +91.5% | +35.9% | +62.1% |
| 5Y | +102.8% | +84.7% | +18.1% | +27.6% |
| All | +102.8% | +90.7% | +12.1% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling