+95.1%
META vs GFS
-27.1%
+122.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | -0.2% |
| 7D | -0.8% | -7.8% | +7.0% | +0.5% |
| 30D | -15.4% | -19.7% | +4.2% | -12.5% |
| 3M | +3.5% | -23.1% | +26.6% | +7.5% |
| 6M | -0.3% | -46.4% | +46.1% | +8.5% |
| YTD | -7.3% | +11.0% | -18.4% | -16.6% |
| 1Y | -1.1% | +12.6% | -13.7% | -11.6% |
| 3Y | +95.1% | -24.9% | +120.0% | +82.2% |
| All | +95.1% | -27.1% | +122.2% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling