+81.9%
META vs GM
+53.0%
+28.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +2.2% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | -15.4% | +6.4% | -21.8% | -17.7% |
| 3M | +3.5% | -0.7% | +4.2% | +3.2% |
| 6M | -0.3% | +9.9% | -10.2% | -4.9% |
| YTD | -7.3% | +6.7% | -14.0% | -11.0% |
| 1Y | -1.1% | +26.2% | -27.3% | -11.2% |
| 3Y | +95.1% | +205.0% | -110.0% | +10.2% |
| All | +81.9% | +53.0% | +28.9% | +31.0% |
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