+62.8%
META vs GIS
-19.2%
+82.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +0.8% |
| 7D | +6.7% | -7.8% | +14.5% | +6.2% |
| 30D | +4.8% | +6.6% | -1.8% | +5.2% |
| 3M | -1.6% | +21.0% | -22.6% | +0.5% |
| 6M | -7.5% | -9.1% | +1.6% | -9.0% |
| YTD | -6.4% | -13.6% | +7.2% | -8.4% |
| 1Y | -17.3% | -18.0% | +0.7% | -19.6% |
| 3Y | +109.9% | -33.7% | +143.6% | +100.0% |
| All | +62.8% | -19.2% | +82.0% | +62.7% |
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