+107.3%
META vs GS
+239.2%
-131.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | +0.9% | +5.8% | +6.3% |
| 30D | +4.8% | -1.6% | +6.3% | +5.3% |
| 3M | -1.6% | -4.5% | +2.8% | -0.2% |
| 6M | -7.5% | +20.9% | -28.3% | -16.2% |
| YTD | -6.4% | +19.9% | -26.3% | -15.4% |
| 1Y | -17.3% | +41.4% | -58.8% | -31.4% |
| All | +107.3% | +239.2% | -131.9% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling