+433.3%
META vs GM
+229.9%
+203.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.2% | -3.8% | +3.6% | +1.1% |
| 30D | -15.4% | +7.9% | -23.3% | -17.7% |
| 3M | +5.0% | -0.3% | +5.3% | +4.6% |
| 6M | +5.2% | +18.6% | -13.4% | -1.5% |
| YTD | -4.5% | +10.0% | -14.5% | -8.7% |
| 1Y | +0.6% | +25.9% | -25.3% | -8.0% |
| 3Y | +93.1% | +241.2% | -148.1% | +20.1% |
| 5Y | +93.7% | +50.0% | +43.7% | +54.1% |
| 10Y | +433.3% | +215.1% | +218.3% | +217.5% |
| All | +433.3% | +229.9% | +203.4% | +217.5% |
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