+62.8%
META vs GD
+97.9%
-35.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | +6.7% | -5.3% | +12.0% | +8.4% |
| 30D | +4.8% | -6.4% | +11.2% | +6.8% |
| 3M | -1.6% | +5.7% | -7.3% | -3.8% |
| 6M | -7.5% | -0.9% | -6.5% | -7.6% |
| YTD | -6.4% | +8.2% | -14.6% | -9.8% |
| 1Y | -17.3% | +13.4% | -30.8% | -21.9% |
| 3Y | +109.9% | +68.5% | +41.4% | +63.3% |
| All | +62.8% | +97.9% | -35.1% | +13.5% |
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