+89.4%
META vs GD
+101.6%
-12.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.2% |
| 7D | +2.9% | +3.0% | -0.1% | +2.0% |
| 30D | -15.1% | +10.5% | -25.6% | -17.6% |
| 3M | +7.2% | -5.0% | +12.2% | +8.7% |
| 6M | +3.4% | +5.5% | -2.1% | +1.1% |
| YTD | -4.3% | +10.3% | -14.7% | -8.5% |
| 1Y | +0.8% | +8.2% | -7.4% | -2.9% |
| 3Y | +102.2% | +59.0% | +43.1% | +61.5% |
| 5Y | +89.4% | +104.3% | -14.9% | +21.8% |
| All | +89.4% | +101.6% | -12.3% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling