-4.5%
META vs GD
+6.0%
-10.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -4.1% |
| 7D | -3.1% | -3.9% | +0.8% | -3.3% |
| 30D | -18.1% | +8.1% | -26.2% | -17.8% |
| 3M | +2.9% | -6.8% | +9.6% | +3.0% |
| 6M | +0.2% | +3.0% | -2.8% | 0.0% |
| YTD | -8.1% | +7.8% | -15.9% | -9.0% |
| 1Y | -4.5% | +5.8% | -10.3% | -4.3% |
| All | -4.5% | +6.0% | -10.5% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling