+107.8%
META vs GNRC
+62.7%
+45.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.8% |
| 7D | +6.0% | +4.8% | +1.2% | +5.0% |
| 30D | +3.6% | -10.4% | +14.0% | +5.7% |
| 3M | +4.9% | -28.5% | +33.4% | +10.8% |
| 6M | -4.7% | -6.8% | +2.1% | -6.0% |
| YTD | -6.9% | +39.5% | -46.4% | -17.9% |
| 1Y | -18.2% | +3.4% | -21.6% | -22.2% |
| 3Y | +107.8% | +65.1% | +42.6% | +63.2% |
| All | +107.8% | +62.7% | +45.1% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling