+81.9%
META vs GFS
-38.3%
+120.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | -0.8% |
| 7D | -0.8% | -7.8% | +7.0% | +1.2% |
| 30D | -15.4% | -19.7% | +4.2% | -10.8% |
| 3M | +3.5% | -23.1% | +26.6% | +9.7% |
| 6M | -0.3% | -46.4% | +46.1% | +13.6% |
| YTD | -7.3% | +11.0% | -18.4% | -18.7% |
| 1Y | -1.1% | +12.6% | -13.7% | -13.9% |
| 3Y | +95.1% | -24.9% | +120.0% | +83.8% |
| All | +81.9% | -38.3% | +120.2% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling