+2.7%
META vs GM
+22.2%
-19.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.1% |
| 7D | +3.1% | -3.4% | +6.5% | +4.1% |
| 30D | -18.2% | +2.7% | -20.9% | -18.9% |
| 3M | +7.8% | -0.4% | +8.2% | +7.8% |
| 6M | +3.6% | +13.3% | -9.7% | -1.1% |
| YTD | -5.3% | +6.8% | -12.0% | -9.3% |
| 1Y | +2.7% | +21.1% | -18.3% | -4.6% |
| All | +2.7% | +22.2% | -19.5% | -4.6% |
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