+435.7%
META vs GEHC
+10.0%
+425.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +6.7% | -4.0% | +10.7% | +8.0% |
| 30D | +4.8% | -2.0% | +6.7% | +5.4% |
| 3M | -1.6% | +8.0% | -9.6% | -4.4% |
| 6M | -7.5% | -12.8% | +5.3% | -4.0% |
| YTD | -6.4% | -15.9% | +9.5% | -2.0% |
| 1Y | -17.3% | -6.9% | -10.4% | -16.7% |
| 3Y | +109.9% | 0.0% | +110.0% | +101.4% |
| All | +435.7% | +10.0% | +425.7% | +416.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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