+24.6%
META vs GEV
+576.4%
-551.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -0.8% | -9.8% | +9.0% | +1.1% |
| 30D | -15.4% | -22.3% | +6.9% | -11.2% |
| 3M | +3.5% | -22.6% | +26.1% | +8.4% |
| 6M | -0.3% | -30.7% | +30.5% | +5.8% |
| YTD | -7.3% | +18.7% | -26.1% | -14.3% |
| 1Y | -1.1% | +41.0% | -42.1% | -13.4% |
| All | +24.6% | +576.4% | -551.8% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling