+404.3%
META vs GS
+494.8%
-90.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -0.8% | -3.2% | +2.4% | +0.7% |
| 30D | -15.4% | -2.4% | -13.0% | -14.5% |
| 3M | +3.5% | -15.7% | +19.3% | +11.7% |
| 6M | -0.3% | -6.8% | +6.5% | +1.4% |
| YTD | -7.3% | -0.1% | -7.3% | -9.5% |
| 1Y | -1.1% | +12.1% | -13.2% | -8.9% |
| 3Y | +95.1% | +185.8% | -90.7% | +11.5% |
| 5Y | +80.6% | +140.1% | -59.5% | +10.7% |
| All | +404.3% | +494.8% | -90.5% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling