+1,527.5%
META vs GFI
+498.4%
+1,029.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | -1.6% | +21.2% | -22.8% | -2.1% |
| 6M | -7.5% | -4.5% | -3.0% | -7.6% |
| YTD | -6.4% | +11.7% | -18.1% | -6.8% |
| 1Y | -17.3% | +46.0% | -63.4% | -18.2% |
| 3Y | +109.9% | +309.6% | -199.6% | +102.6% |
| 5Y | +65.4% | +506.0% | -440.7% | +58.1% |
| 10Y | +391.8% | +1,009.2% | -617.4% | +385.2% |
| All | +1,527.5% | +498.4% | +1,029.1% | +1,521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling