-14.3%
META vs GNRC
+1.4%
-15.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.5% | +6.8% |
| 7D | +10.3% | +3.2% | +7.1% | +9.9% |
| 30D | +9.9% | -9.5% | +19.4% | +11.0% |
| 3M | +11.9% | -28.5% | +40.5% | +14.6% |
| 6M | +1.2% | -10.0% | +11.1% | -0.6% |
| YTD | -0.8% | +36.7% | -37.5% | -9.2% |
| 1Y | -14.3% | +2.6% | -16.9% | -15.7% |
| All | -14.3% | +1.4% | -15.7% | -15.7% |
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