+307.6%
META vs GH
+472.2%
-164.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +4.3% |
| 7D | +5.7% | -7.0% | +12.7% | +6.9% |
| 30D | -10.8% | -5.2% | -5.6% | -10.1% |
| 3M | +8.4% | -5.8% | +14.2% | +9.0% |
| 6M | +5.4% | +65.9% | -60.5% | -3.5% |
| YTD | -2.6% | +55.5% | -58.0% | -10.5% |
| 1Y | +3.5% | +64.2% | -60.7% | -5.9% |
| 3Y | +102.0% | +606.0% | -504.0% | +32.1% |
| 5Y | +93.1% | +47.3% | +45.8% | +54.2% |
| All | +307.6% | +472.2% | -164.6% | +165.4% |
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