+0.8%
META vs GNRC
+17.5%
-16.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.5% | +11.0% | +2.1% |
| 7D | +2.9% | -6.0% | +8.8% | +3.2% |
| 30D | -15.1% | -12.0% | -3.1% | -14.5% |
| 3M | +7.2% | -13.4% | +20.6% | +8.2% |
| 6M | +3.4% | -26.4% | +29.7% | +4.4% |
| YTD | -4.3% | +38.8% | -43.1% | -7.4% |
| 1Y | +0.8% | +20.9% | -20.1% | -0.9% |
| All | +0.8% | +17.5% | -16.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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