+108.3%
META vs GFI
+317.7%
-209.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.0% |
| 7D | +6.7% | +3.1% | +3.6% | +6.6% |
| 30D | +4.8% | +27.1% | -22.4% | +3.9% |
| 3M | -1.6% | +21.2% | -22.8% | -2.3% |
| 6M | -7.5% | -4.5% | -3.0% | -8.0% |
| YTD | -6.4% | +11.7% | -18.1% | -6.8% |
| 1Y | -17.3% | +46.0% | -63.4% | -17.4% |
| All | +108.3% | +317.7% | -209.4% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling