+1,497.9%
META vs GLW
+1,051.9%
+446.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.9% | +9.0% | -0.1% |
| 7D | -3.1% | -19.7% | +16.6% | +3.2% |
| 30D | -18.1% | -38.8% | +20.7% | -5.7% |
| 3M | +2.9% | -33.9% | +36.7% | +14.1% |
| 6M | +0.2% | -36.0% | +36.2% | +5.1% |
| YTD | -8.1% | +18.7% | -26.8% | -27.1% |
| 1Y | -4.5% | +19.8% | -24.3% | -25.0% |
| 3Y | +94.2% | +294.3% | -200.1% | -9.6% |
| 5Y | +79.1% | +205.7% | -126.6% | -7.1% |
| 10Y | +405.9% | +493.8% | -87.9% | +105.9% |
| All | +1,497.9% | +1,051.9% | +446.0% | +580.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling