+404.3%
META vs GIS
-14.2%
+418.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.0% |
| 7D | -0.8% | +3.6% | -4.3% | -1.0% |
| 30D | -15.4% | +13.9% | -29.3% | -16.0% |
| 3M | +3.5% | +0.3% | +3.2% | +3.4% |
| 6M | -0.3% | +5.0% | -5.2% | -0.5% |
| YTD | -7.3% | -18.4% | +11.0% | -6.6% |
| 1Y | -1.1% | -17.4% | +16.4% | -0.4% |
| 3Y | +95.1% | -36.9% | +132.0% | +98.4% |
| 5Y | +80.6% | -30.4% | +110.9% | +78.7% |
| All | +404.3% | -14.2% | +418.4% | +384.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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