+280.9%
META vs GGLL
+184.7%
+96.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -2.5% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | -18.1% | -36.3% | +18.1% | -6.8% |
| 3M | +2.9% | -42.7% | +45.5% | +20.6% |
| 6M | +0.2% | -53.1% | +53.3% | +23.6% |
| YTD | -8.1% | -32.1% | +24.0% | -3.3% |
| 1Y | -4.5% | -20.1% | +15.5% | -6.7% |
| 3Y | +94.2% | +151.7% | -57.5% | -3.2% |
| All | +280.9% | +184.7% | +96.2% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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