+1,527.5%
META vs GNRC
+1,004.2%
+523.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | +6.7% | +1.9% | +4.8% | +6.2% |
| 30D | +4.8% | -13.8% | +18.6% | +8.5% |
| 3M | -1.6% | -32.6% | +31.0% | +7.4% |
| 6M | -7.5% | -15.2% | +7.7% | -5.7% |
| YTD | -6.4% | +37.4% | -43.8% | -17.1% |
| 1Y | -17.3% | +5.1% | -22.5% | -21.9% |
| 3Y | +109.9% | +57.5% | +52.4% | +71.8% |
| 5Y | +65.4% | -58.7% | +124.1% | +78.4% |
| 10Y | +391.8% | +395.5% | -3.7% | +208.8% |
| All | +1,527.5% | +1,004.2% | +523.3% | +939.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling