+104.3%
META vs GFS
-13.3%
+117.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.3% | -5.3% | +8.6% | +4.6% |
| 30D | -10.8% | -15.8% | +5.0% | -7.0% |
| 3M | +7.9% | -18.6% | +26.5% | +12.9% |
| 6M | +5.4% | -45.0% | +50.4% | +19.4% |
| YTD | -2.6% | +16.8% | -19.4% | -15.4% |
| 1Y | +1.9% | +17.8% | -15.9% | -12.1% |
| 3Y | +97.0% | -21.5% | +118.5% | +84.1% |
| 5Y | +97.6% | -29.3% | +127.0% | +79.7% |
| All | +104.3% | -13.3% | +117.6% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling