+425.7%
META vs GLD
+205.3%
+220.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.8% |
| 7D | +5.7% | +4.9% | +0.8% | +4.9% |
| 30D | -10.8% | -1.3% | -9.4% | -10.6% |
| 3M | +8.4% | -4.8% | +13.2% | +9.1% |
| 6M | +5.4% | -12.5% | +17.9% | +7.4% |
| YTD | -2.6% | -4.2% | +1.6% | -1.8% |
| 1Y | +3.5% | +3.0% | +0.5% | +3.5% |
| 3Y | +102.0% | +109.1% | -7.1% | +77.9% |
| 5Y | +93.1% | +121.6% | -28.5% | +65.4% |
| 10Y | +425.7% | +212.2% | +213.4% | +384.6% |
| All | +425.7% | +205.3% | +220.3% | +384.6% |
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