+86.4%
META vs GIS
-33.3%
+119.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +3.1% |
| 7D | +5.2% | -3.4% | +8.5% | +4.9% |
| 30D | -13.0% | +6.9% | -19.9% | -12.5% |
| 3M | +7.9% | -10.1% | +18.1% | +7.4% |
| 6M | +4.2% | +5.9% | -1.6% | +5.4% |
| YTD | -2.5% | -21.1% | +18.6% | -4.9% |
| 1Y | +5.6% | -22.5% | +28.1% | +2.8% |
| 3Y | +96.8% | -39.0% | +135.8% | +87.2% |
| All | +86.4% | -33.3% | +119.7% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling