+101.4%
META vs GD
+59.0%
+42.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.8% |
| 7D | +2.9% | +3.0% | -0.1% | +2.4% |
| 30D | -15.1% | +10.5% | -25.6% | -16.3% |
| 3M | +7.2% | -5.0% | +12.2% | +8.1% |
| 6M | +3.4% | +5.5% | -2.1% | +2.2% |
| YTD | -4.3% | +10.3% | -14.7% | -6.6% |
| 1Y | +0.8% | +8.2% | -7.4% | -1.1% |
| All | +101.4% | +59.0% | +42.4% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling