+1,563.7%
META vs GLD
+141.2%
+1,422.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.2% | +1.1% |
| 7D | +2.9% | -0.3% | +3.1% | +2.9% |
| 30D | -15.1% | -1.9% | -13.2% | -14.9% |
| 3M | +7.2% | -0.4% | +7.7% | +7.3% |
| 6M | +3.4% | -10.2% | +13.6% | +4.2% |
| YTD | -4.3% | -6.0% | +1.7% | -3.5% |
| 1Y | +0.8% | +2.8% | -2.0% | +1.2% |
| 3Y | +102.2% | +101.6% | +0.6% | +94.5% |
| 5Y | +89.4% | +122.2% | -32.8% | +80.0% |
| 10Y | +426.7% | +199.5% | +227.3% | +412.4% |
| All | +1,563.7% | +141.2% | +1,422.5% | +1,516.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling