+425.7%
META vs GOOG
+640.4%
-214.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.6% |
| 7D | +5.7% | +2.9% | +2.8% | +3.5% |
| 30D | -10.8% | -17.8% | +7.0% | +2.8% |
| 3M | +8.4% | -19.0% | +27.4% | +26.0% |
| 6M | +5.4% | -27.9% | +33.3% | +33.2% |
| YTD | -2.6% | -8.7% | +6.1% | +0.1% |
| 1Y | +3.5% | +2.5% | +1.0% | -4.0% |
| 3Y | +102.0% | +119.2% | -17.2% | -8.5% |
| 5Y | +93.1% | +93.4% | -0.4% | -2.1% |
| 10Y | +425.7% | +635.3% | -209.6% | -15.8% |
| All | +425.7% | +640.4% | -214.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOG.
Daily Out/Under-Performance
Portfolio return minus GOOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOG 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 GOOG 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