+462.9%
META vs GLW
+526.2%
-63.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.3% | +7.2% | +4.3% |
| 7D | +5.2% | +7.7% | -2.6% | +2.4% |
| 30D | -13.0% | -18.8% | +5.8% | -7.6% |
| 3M | +7.9% | -27.7% | +35.7% | +17.3% |
| 6M | +4.2% | -44.4% | +48.7% | +17.1% |
| YTD | -2.5% | +31.3% | -33.8% | -28.8% |
| 1Y | +5.6% | +40.0% | -34.5% | -25.6% |
| 3Y | +96.8% | +339.2% | -242.4% | -24.5% |
| 5Y | +90.0% | +229.2% | -139.1% | -15.8% |
| All | +462.9% | +526.2% | -63.3% | +72.8% |
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