+447.1%
META vs GM
+206.8%
+240.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.2% |
| 7D | +3.1% | -3.4% | +6.5% | +4.2% |
| 30D | -18.2% | +2.7% | -20.9% | -19.2% |
| 3M | +7.8% | -0.4% | +8.2% | +7.4% |
| 6M | +3.6% | +13.3% | -9.7% | -1.5% |
| YTD | -5.3% | +6.8% | -12.0% | -8.5% |
| 1Y | +2.7% | +21.1% | -18.3% | -4.9% |
| 3Y | +91.5% | +231.0% | -139.5% | +20.4% |
| 5Y | +84.7% | +41.9% | +42.8% | +49.4% |
| All | +447.1% | +206.8% | +240.3% | +234.9% |
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