+408.0%
META vs GILD
+163.6%
+244.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.8% |
| 7D | +5.1% | -4.8% | +9.9% | +6.3% |
| 30D | +12.0% | +5.8% | +6.2% | +10.3% |
| 3M | +14.1% | +14.9% | -0.8% | +9.7% |
| 6M | -0.9% | -0.4% | -0.5% | -1.1% |
| YTD | -1.7% | +18.5% | -20.2% | -6.5% |
| 1Y | -13.4% | +25.1% | -38.5% | -19.2% |
| 3Y | +112.6% | +105.9% | +6.7% | +67.8% |
| 5Y | +72.6% | +143.0% | -70.4% | +27.2% |
| All | +408.0% | +163.6% | +244.4% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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