+404.3%
META vs GLW
+498.6%
-94.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | -0.8% | -13.9% | +13.1% | +3.8% |
| 30D | -15.4% | -35.0% | +19.6% | -3.5% |
| 3M | +3.5% | -32.4% | +35.9% | +14.8% |
| 6M | -0.3% | -41.3% | +41.1% | +8.7% |
| YTD | -7.3% | +21.8% | -29.2% | -30.5% |
| 1Y | -1.1% | +21.8% | -22.9% | -26.4% |
| 3Y | +95.1% | +307.7% | -212.6% | -23.1% |
| 5Y | +80.6% | +213.7% | -133.1% | -18.7% |
| All | +404.3% | +498.6% | -94.3% | +54.3% |
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