+1,563.7%
META vs GS
+1,148.7%
+415.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.1% | -0.2% |
| 7D | +2.9% | +0.3% | +2.6% | +2.7% |
| 30D | -15.1% | +3.9% | -18.9% | -16.6% |
| 3M | +7.2% | -11.4% | +18.7% | +13.0% |
| 6M | +3.4% | +3.7% | -0.3% | 0.0% |
| YTD | -4.3% | +7.1% | -11.4% | -9.3% |
| 1Y | +0.8% | +19.7% | -18.9% | -9.7% |
| 3Y | +102.2% | +202.8% | -100.7% | +14.0% |
| 5Y | +89.4% | +156.7% | -67.3% | +14.4% |
| 10Y | +426.7% | +548.7% | -122.0% | +96.8% |
| All | +1,563.7% | +1,148.7% | +415.0% | +468.3% |
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 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