+284.6%
META vs GH
+452.9%
-168.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.0% | +5.0% | -2.6% |
| 7D | -3.1% | -17.2% | +14.1% | -0.3% |
| 30D | -18.1% | -10.1% | -8.0% | -16.8% |
| 3M | +2.9% | -6.0% | +8.8% | +3.3% |
| 6M | +0.2% | +71.4% | -71.2% | -8.8% |
| YTD | -8.1% | +50.2% | -58.3% | -15.2% |
| 1Y | -4.5% | +61.4% | -66.0% | -13.0% |
| 3Y | +94.2% | +435.2% | -341.0% | +33.5% |
| 5Y | +79.1% | +39.2% | +39.8% | +44.3% |
| All | +284.6% | +452.9% | -168.3% | +151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling