+1,497.9%
META vs GLD
+143.1%
+1,354.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.0% |
| 7D | -3.1% | +1.9% | -5.0% | -3.3% |
| 30D | -18.1% | -1.8% | -16.3% | -18.0% |
| 3M | +2.9% | -3.6% | +6.5% | +3.1% |
| 6M | +0.2% | -10.2% | +10.4% | +1.0% |
| YTD | -8.1% | -5.3% | -2.8% | -7.4% |
| 1Y | -4.5% | +2.5% | -7.0% | -4.1% |
| 3Y | +94.2% | +103.2% | -9.0% | +86.6% |
| 5Y | +79.1% | +121.1% | -42.0% | +70.1% |
| 10Y | +405.9% | +201.9% | +204.0% | +391.8% |
| All | +1,497.9% | +143.1% | +1,354.8% | +1,451.1% |
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