-5.0%
META vs GLXY
-44.8%
+39.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.1% | +3.1% | -3.5% |
| 7D | -3.1% | -28.4% | +25.3% | -1.4% |
| 30D | -18.1% | -41.4% | +23.3% | -15.9% |
| 3M | +2.9% | -31.9% | +34.8% | +4.5% |
| 6M | +0.2% | -57.2% | +57.4% | +4.5% |
| YTD | -8.1% | -41.9% | +33.9% | -8.0% |
| 1Y | -4.5% | -58.7% | +54.2% | -2.0% |
| All | -5.0% | -44.8% | +39.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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