+375.1%
META vs GM
+224.8%
+150.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +3.6% | -1.8% | +5.5% | +4.2% |
| 3M | +4.9% | +2.6% | +2.3% | +3.7% |
| 6M | -4.7% | +14.6% | -19.2% | -9.2% |
| YTD | -6.9% | +6.2% | -13.1% | -9.4% |
| 1Y | -18.2% | +48.7% | -66.9% | -29.2% |
| 3Y | +107.8% | +168.3% | -60.6% | +41.4% |
| 5Y | +63.9% | +82.8% | -18.9% | +23.9% |
| 10Y | +375.1% | +226.2% | +148.9% | +180.9% |
| All | +375.1% | +224.8% | +150.3% | +180.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling