+400.1%
META vs GD
+192.5%
+207.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -3.1% |
| 7D | -3.1% | -3.9% | +0.8% | -1.8% |
| 30D | -18.1% | +8.1% | -26.2% | -20.4% |
| 3M | +2.9% | -6.8% | +9.6% | +5.2% |
| 6M | +0.2% | +3.0% | -2.8% | -1.6% |
| YTD | -8.1% | +7.8% | -15.9% | -11.8% |
| 1Y | -4.5% | +5.8% | -10.3% | -7.8% |
| 3Y | +94.2% | +55.3% | +38.9% | +58.3% |
| 5Y | +79.1% | +96.7% | -17.6% | +31.5% |
| All | +400.1% | +192.5% | +207.6% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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