+93.4%
META vs GLW
+293.7%
-200.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.9% | +9.0% | -2.1% |
| 7D | -3.1% | -19.7% | +16.6% | -0.1% |
| 30D | -18.1% | -38.8% | +20.7% | -12.4% |
| 3M | +2.9% | -33.9% | +36.7% | +8.2% |
| 6M | +0.2% | -36.0% | +36.2% | +1.2% |
| YTD | -8.1% | +18.7% | -26.8% | -24.3% |
| 1Y | -4.5% | +19.8% | -24.3% | -22.1% |
| All | +93.4% | +293.7% | -200.3% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling