+433.3%
META vs GOOG
+675.6%
-242.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -3.5% |
| 7D | -0.2% | +1.2% | -1.4% | -1.1% |
| 30D | -15.4% | -16.7% | +1.3% | -3.5% |
| 3M | +5.0% | -15.2% | +20.2% | +17.8% |
| 6M | +5.2% | -24.8% | +29.9% | +28.5% |
| YTD | -4.5% | -7.2% | +2.7% | -3.2% |
| 1Y | +0.6% | -0.1% | +0.7% | -4.6% |
| 3Y | +93.1% | +118.8% | -25.8% | -12.3% |
| 5Y | +93.7% | +99.9% | -6.2% | -4.4% |
| 10Y | +433.3% | +678.2% | -244.8% | -19.2% |
| All | +433.3% | +675.6% | -242.2% | -19.2% |
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