+107.3%
META vs GH
+361.0%
-253.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +4.8% | -1.1% | +5.8% | +4.8% |
| 3M | -1.6% | +21.3% | -22.9% | -3.0% |
| 6M | -7.5% | +73.5% | -81.0% | -11.0% |
| YTD | -6.4% | +58.0% | -64.4% | -9.6% |
| 1Y | -17.3% | +163.1% | -180.4% | -23.5% |
| All | +107.3% | +361.0% | -253.7% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling