+1,563.7%
META vs GD
+686.6%
+877.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.5% |
| 7D | +2.9% | +3.0% | -0.1% | +1.6% |
| 30D | -15.1% | +10.5% | -25.6% | -18.5% |
| 3M | +7.2% | -5.0% | +12.2% | +9.1% |
| 6M | +3.4% | +5.5% | -2.1% | +0.4% |
| YTD | -4.3% | +10.3% | -14.7% | -9.5% |
| 1Y | +0.8% | +8.2% | -7.4% | -4.0% |
| 3Y | +102.2% | +59.0% | +43.1% | +59.9% |
| 5Y | +89.4% | +104.3% | -14.9% | +32.5% |
| 10Y | +426.7% | +202.4% | +224.3% | +187.7% |
| All | +1,563.7% | +686.6% | +877.1% | +549.8% |
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 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