+418.8%
META vs GNRC
+425.3%
-6.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.5% | +7.1% |
| 7D | +10.3% | +3.2% | +7.1% | +9.2% |
| 30D | +9.9% | -9.5% | +19.4% | +12.7% |
| 3M | +11.9% | -28.5% | +40.5% | +21.3% |
| 6M | +1.2% | -10.0% | +11.1% | +1.3% |
| YTD | -0.8% | +36.7% | -37.5% | -13.8% |
| 1Y | -14.3% | +2.6% | -16.9% | -19.3% |
| 3Y | +121.4% | +61.9% | +59.5% | +72.7% |
| 5Y | +74.5% | -59.0% | +133.5% | +95.3% |
| 10Y | +418.8% | +444.8% | -26.0% | +178.2% |
| All | +418.8% | +425.3% | -6.5% | +178.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling