+379.6%
META vs GLD
+219.3%
+160.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +4.8% | +4.4% | +0.4% | +4.0% |
| 3M | -1.6% | -1.1% | -0.5% | -1.5% |
| 6M | -7.5% | -13.8% | +6.3% | -5.8% |
| YTD | -6.4% | +2.6% | -9.0% | -6.6% |
| 1Y | -17.3% | +24.5% | -41.9% | -19.6% |
| 3Y | +109.9% | +125.8% | -15.9% | +83.2% |
| 5Y | +65.4% | +137.8% | -72.4% | +40.6% |
| All | +379.6% | +219.3% | +160.3% | +314.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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