+1.9%
META vs GGLL
-16.8%
+18.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.6% |
| 7D | +5.7% | +6.3% | -0.6% | +4.5% |
| 30D | -10.8% | -35.1% | +24.3% | -3.7% |
| 3M | +8.4% | -37.7% | +46.1% | +17.6% |
| 6M | +5.4% | -54.1% | +59.5% | +19.6% |
| YTD | -2.6% | -29.4% | +26.8% | -2.3% |
| All | +1.9% | -16.8% | +18.7% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling