+1,527.5%
META vs GD
+671.1%
+856.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.7% |
| 7D | +6.7% | -5.3% | +12.0% | +9.0% |
| 30D | +4.8% | -6.4% | +11.2% | +7.5% |
| 3M | -1.6% | +5.7% | -7.3% | -4.3% |
| 6M | -7.5% | -0.9% | -6.5% | -7.8% |
| YTD | -6.4% | +8.2% | -14.6% | -10.6% |
| 1Y | -17.3% | +13.4% | -30.8% | -22.8% |
| 3Y | +109.9% | +68.5% | +41.4% | +61.2% |
| 5Y | +65.4% | +97.2% | -31.8% | +17.6% |
| 10Y | +391.8% | +190.2% | +201.6% | +174.6% |
| All | +1,527.5% | +671.1% | +856.4% | +542.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling