+291.7%
META vs GH
+481.7%
-190.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | -1.6% | +21.3% | -22.9% | -4.9% |
| 6M | -7.5% | +73.5% | -81.0% | -16.0% |
| YTD | -6.4% | +58.0% | -64.4% | -14.0% |
| 1Y | -17.3% | +163.1% | -180.4% | -31.3% |
| 3Y | +109.9% | +361.0% | -251.1% | +48.8% |
| 5Y | +65.4% | +22.5% | +42.8% | +35.7% |
| All | +291.7% | +481.7% | -190.0% | +155.1% |
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