+296.3%
META vs GH
+458.1%
-161.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.1% | +0.9% | +2.1% | +2.9% |
| 30D | -18.2% | -4.5% | -13.8% | -17.7% |
| 3M | +7.8% | -6.2% | +14.0% | +8.4% |
| 6M | +3.6% | +55.0% | -51.4% | -4.2% |
| YTD | -5.3% | +51.6% | -56.9% | -12.7% |
| 1Y | +2.7% | +58.3% | -55.5% | -6.1% |
| 3Y | +91.5% | +617.6% | -526.1% | +24.8% |
| 5Y | +84.7% | +49.2% | +35.5% | +47.3% |
| All | +296.3% | +458.1% | -161.7% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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