+96.3%
META vs GFS
-3.7%
+100.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +6.7% | +1.0% | +5.7% | +6.4% |
| 30D | +4.8% | -8.6% | +13.3% | +6.9% |
| 3M | -1.6% | -46.5% | +44.9% | +14.8% |
| 6M | -7.5% | -4.8% | -2.6% | -11.4% |
| YTD | -6.4% | +29.7% | -36.1% | -20.4% |
| 1Y | -17.3% | +35.8% | -53.2% | -31.5% |
| 3Y | +109.9% | -18.3% | +128.3% | +96.6% |
| All | +96.3% | -3.7% | +100.0% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling