+5.6%
META vs GNRC
+18.7%
-13.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.0% |
| 7D | +5.2% | +7.9% | -2.7% | +4.5% |
| 30D | -13.0% | -3.7% | -9.3% | -12.9% |
| 3M | +7.9% | -11.9% | +19.9% | +8.7% |
| 6M | +4.2% | -28.6% | +32.9% | +5.4% |
| YTD | -2.5% | +39.9% | -42.4% | -5.7% |
| 1Y | +5.6% | +23.4% | -17.8% | +3.7% |
| All | +5.6% | +18.7% | -13.1% | +3.7% |
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