+418.8%
META vs GOOG
+760.9%
-342.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.1% | +8.6% | +8.2% |
| 7D | +10.3% | -1.6% | +11.8% | +11.5% |
| 30D | +9.9% | -7.7% | +17.5% | +16.7% |
| 3M | +11.9% | -9.3% | +21.2% | +19.9% |
| 6M | +1.2% | +7.4% | -6.3% | -7.1% |
| YTD | -0.8% | +4.9% | -5.6% | -7.3% |
| 1Y | -14.3% | +37.2% | -51.6% | -37.0% |
| 3Y | +121.4% | +141.6% | -20.2% | -5.8% |
| 5Y | +74.5% | +128.8% | -54.3% | -21.8% |
| 10Y | +418.8% | +772.7% | -353.9% | -25.4% |
| All | +418.8% | +760.9% | -342.1% | -25.4% |
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