+97.0%
META vs GFI
+228.0%
-131.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | +0.3% |
| 7D | +3.3% | +10.4% | -7.1% | +2.9% |
| 30D | -10.8% | +3.6% | -14.4% | -10.9% |
| 3M | +7.9% | -5.1% | +13.0% | +7.9% |
| 6M | +5.4% | -13.0% | +18.4% | +5.5% |
| YTD | -2.6% | -8.0% | +5.5% | -2.4% |
| 1Y | +1.9% | -5.0% | +6.9% | +2.1% |
| 3Y | +97.0% | +228.8% | -131.8% | +93.2% |
| All | +97.0% | +228.0% | -131.1% | +93.2% |
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