-18.2%
META vs GEV
+63.8%
-82.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -0.8% |
| 7D | +6.0% | +8.1% | -2.1% | +5.4% |
| 30D | +3.6% | -1.9% | +5.5% | +3.8% |
| 3M | +4.9% | +4.1% | +0.8% | +3.7% |
| 6M | -4.7% | +23.2% | -27.9% | -8.3% |
| YTD | -6.9% | +48.9% | -55.8% | -11.7% |
| 1Y | -18.2% | +62.2% | -80.4% | -23.1% |
| All | -18.2% | +63.8% | -82.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 1y: compounded portfolio wealth divided by compounded GEV 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…
1y analysis · Full analysis span regression · 6 months rolling