+74.5%
META vs GFI
+512.6%
-438.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.9% | +6.6% |
| 7D | +10.3% | +4.7% | +5.6% | +9.9% |
| 30D | +9.9% | +14.4% | -4.5% | +8.8% |
| 3M | +11.9% | +32.5% | -20.6% | +9.5% |
| 6M | +1.2% | -7.2% | +8.3% | +1.0% |
| YTD | -0.8% | +10.9% | -11.6% | -2.2% |
| 1Y | -14.3% | +35.5% | -49.8% | -16.9% |
| 3Y | +121.4% | +312.1% | -190.8% | +91.2% |
| 5Y | +74.5% | +524.6% | -450.1% | +42.3% |
| All | +74.5% | +512.6% | -438.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling