-17.3%
META vs GM
+52.7%
-70.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +6.7% | +1.7% | +5.0% | +6.2% |
| 30D | +4.8% | -1.6% | +6.3% | +5.2% |
| 3M | -1.6% | +5.7% | -7.3% | -3.1% |
| 6M | -7.5% | +12.2% | -19.6% | -10.9% |
| YTD | -6.4% | +8.4% | -14.8% | -9.6% |
| 1Y | -17.3% | +52.3% | -69.6% | -21.6% |
| All | -17.3% | +52.7% | -70.0% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling