+307.6%
META vs GH
+459.8%
-152.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +3.3% | -11.2% | +14.5% | +5.2% |
| 30D | -10.8% | -7.2% | -3.5% | -9.8% |
| 3M | +7.9% | -7.1% | +15.0% | +8.7% |
| 6M | +5.4% | +62.3% | -56.9% | -3.2% |
| YTD | -2.6% | +52.1% | -54.7% | -10.2% |
| 1Y | +1.9% | +58.6% | -56.8% | -6.9% |
| 3Y | +97.0% | +619.9% | -522.9% | +28.3% |
| 5Y | +97.6% | +49.7% | +47.9% | +57.5% |
| All | +307.6% | +459.8% | -152.2% | +166.3% |
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