+436.0%
META vs GLW
+518.6%
-82.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +1.1% |
| 7D | +3.3% | -11.1% | +14.4% | +6.8% |
| 30D | -10.8% | -28.4% | +17.7% | -1.3% |
| 3M | +7.9% | -28.8% | +36.7% | +17.8% |
| 6M | +5.4% | -39.8% | +45.2% | +14.2% |
| YTD | -2.6% | +28.7% | -31.3% | -28.2% |
| 1Y | +1.9% | +27.7% | -25.9% | -25.2% |
| 3Y | +97.0% | +331.3% | -234.4% | -23.8% |
| 5Y | +97.6% | +233.4% | -135.8% | -12.8% |
| 10Y | +436.0% | +521.8% | -85.7% | +67.1% |
| All | +436.0% | +518.6% | -82.5% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling