+79.1%
META vs GS
+138.4%
-59.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.4% | +2.4% | -0.5% |
| 7D | -3.1% | -6.3% | +3.2% | +0.3% |
| 30D | -18.1% | -3.1% | -15.0% | -16.8% |
| 3M | +2.9% | -17.7% | +20.5% | +13.9% |
| 6M | +0.2% | -4.6% | +4.7% | +0.2% |
| YTD | -8.1% | +0.3% | -8.4% | -11.7% |
| 1Y | -4.5% | +11.7% | -16.3% | -14.7% |
| 3Y | +94.2% | +183.6% | -89.4% | -13.2% |
| 5Y | +79.1% | +141.0% | -61.9% | -17.2% |
| All | +79.1% | +138.4% | -59.4% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling