+91.3%
META vs GIS
-40.4%
+131.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -1.0% |
| 7D | +3.1% | -8.1% | +11.1% | +2.1% |
| 30D | -18.2% | +5.3% | -23.5% | -17.7% |
| 3M | +7.8% | -10.5% | +18.4% | +7.1% |
| 6M | +3.6% | +1.8% | +1.8% | +4.7% |
| YTD | -5.3% | -22.9% | +17.7% | -9.3% |
| 1Y | +2.7% | -22.9% | +25.7% | -1.5% |
| All | +91.3% | -40.4% | +131.6% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling