+96.8%
META vs GM
+231.6%
-134.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | -13.0% | +3.6% | -16.5% | -13.8% |
| 3M | +7.9% | -0.2% | +8.2% | +7.7% |
| 6M | +4.2% | +13.9% | -9.7% | +0.6% |
| YTD | -2.5% | +6.5% | -9.0% | -4.8% |
| 1Y | +5.6% | +20.7% | -15.1% | +0.4% |
| 3Y | +96.8% | +229.5% | -132.7% | +69.2% |
| All | +96.8% | +231.6% | -134.8% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling