+81.9%
META vs GH
+35.8%
+46.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -0.8% | -15.6% | +14.8% | +1.8% |
| 30D | -15.4% | -10.4% | -5.0% | -14.1% |
| 3M | +3.5% | -4.3% | +7.8% | +3.7% |
| 6M | -0.3% | +63.5% | -63.8% | -8.7% |
| YTD | -7.3% | +47.7% | -55.0% | -14.3% |
| 1Y | -1.1% | +56.7% | -57.8% | -9.6% |
| 3Y | +95.1% | +443.9% | -348.8% | +29.8% |
| All | +81.9% | +35.8% | +46.1% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling