+379.6%
META vs GLW
+771.4%
-391.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | -0.9% |
| 7D | +6.7% | +3.8% | +2.9% | +5.3% |
| 30D | +4.8% | -1.3% | +6.1% | +4.5% |
| 3M | -1.6% | -21.8% | +20.2% | +1.4% |
| 6M | -7.5% | +6.9% | -14.4% | -19.3% |
| YTD | -6.4% | +77.2% | -83.6% | -36.8% |
| 1Y | -17.3% | +123.2% | -140.6% | -50.8% |
| 3Y | +109.9% | +400.0% | -290.1% | -18.9% |
| 5Y | +65.4% | +342.8% | -277.4% | -32.2% |
| All | +379.6% | +771.4% | -391.8% | +30.1% |
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