+96.8%
META vs GNRC
+86.4%
+10.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.1% |
| 7D | +5.2% | +7.9% | -2.7% | +3.6% |
| 30D | -13.0% | -3.7% | -9.3% | -12.6% |
| 3M | +7.9% | -11.9% | +19.9% | +9.7% |
| 6M | +4.2% | -28.6% | +32.9% | +9.1% |
| YTD | -2.5% | +39.9% | -42.4% | -15.0% |
| 1Y | +5.6% | +23.4% | -17.8% | -5.0% |
| 3Y | +96.8% | +84.2% | +12.5% | +57.8% |
| All | +96.8% | +86.4% | +10.4% | +57.8% |
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