+1,527.5%
META vs GS
+1,297.5%
+230.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | +0.9% | +5.8% | +6.2% |
| 30D | +4.8% | -1.6% | +6.3% | +5.4% |
| 3M | -1.6% | -4.5% | +2.8% | -0.3% |
| 6M | -7.5% | +20.9% | -28.3% | -16.5% |
| YTD | -6.4% | +19.9% | -26.3% | -15.6% |
| 1Y | -17.3% | +41.4% | -58.8% | -31.5% |
| 3Y | +109.9% | +239.2% | -129.2% | +12.4% |
| 5Y | +65.4% | +185.0% | -119.7% | -4.8% |
| 10Y | +391.8% | +655.0% | -263.1% | +71.7% |
| All | +1,527.5% | +1,297.5% | +230.0% | +429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling