+62.8%
META vs GM
+88.8%
-26.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +6.7% | +1.9% | +4.8% | +5.9% |
| 30D | +4.8% | -1.4% | +6.1% | +5.3% |
| 3M | -1.6% | +5.9% | -7.5% | -4.0% |
| 6M | -7.5% | +12.4% | -19.9% | -11.9% |
| YTD | -6.4% | +8.6% | -15.0% | -10.1% |
| 1Y | -17.3% | +52.6% | -70.0% | -30.9% |
| 3Y | +109.9% | +169.7% | -59.7% | +29.7% |
| All | +62.8% | +88.8% | -26.0% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling