-17.3%
META vs GLW
+123.7%
-141.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.7% |
| 7D | +6.7% | +3.8% | +2.9% | +6.5% |
| 30D | +4.8% | -1.3% | +6.1% | +4.7% |
| 3M | -1.6% | -21.8% | +20.2% | -1.6% |
| 6M | -7.5% | +6.9% | -14.4% | -11.9% |
| YTD | -6.4% | +77.2% | -83.6% | -15.4% |
| 1Y | -17.3% | +123.2% | -140.6% | -25.0% |
| All | -17.3% | +123.7% | -141.0% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 1y: compounded portfolio wealth divided by compounded GLW 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…
1y analysis · Full analysis span regression · 6 months rolling