+79.1%
META vs GEN
+32.4%
+46.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.7% |
| 7D | -3.1% | +8.5% | -11.6% | -5.2% |
| 30D | -18.1% | +34.2% | -52.3% | -24.5% |
| 3M | +2.9% | +10.0% | -7.1% | -0.6% |
| 6M | +0.2% | +56.8% | -56.6% | -13.4% |
| YTD | -8.1% | +14.2% | -22.3% | -12.8% |
| 1Y | -4.5% | +20.8% | -25.3% | -11.2% |
| 3Y | +94.2% | +84.1% | +10.1% | +48.5% |
| 5Y | +79.1% | +37.1% | +42.0% | +46.8% |
| All | +79.1% | +32.4% | +46.7% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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