+62.8%
META vs GAP
+9.0%
+53.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +6.7% | -4.5% | +11.2% | +7.7% |
| 30D | +4.8% | +9.0% | -4.3% | +2.6% |
| 3M | -1.6% | +5.0% | -6.6% | -3.0% |
| 6M | -7.5% | -17.8% | +10.3% | -4.7% |
| YTD | -6.4% | -10.4% | +4.0% | -5.7% |
| 1Y | -17.3% | -3.4% | -14.0% | -18.5% |
| 3Y | +109.9% | +111.5% | -1.5% | +55.6% |
| All | +62.8% | +9.0% | +53.8% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling