+93.4%
META vs GGLL
+151.4%
-58.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -2.9% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | -18.1% | -36.3% | +18.1% | -9.7% |
| 3M | +2.9% | -42.7% | +45.5% | +16.0% |
| 6M | +0.2% | -53.1% | +53.3% | +17.4% |
| YTD | -8.1% | -32.1% | +24.0% | -4.2% |
| 1Y | -4.5% | -20.1% | +15.5% | -5.5% |
| All | +93.4% | +151.4% | -58.0% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling