+93.2%
META vs GTLB
-49.8%
+143.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -0.2% | -9.6% | +9.4% | +1.6% |
| 30D | -15.4% | -15.5% | +0.1% | -12.9% |
| 3M | +5.0% | +12.4% | -7.3% | +2.2% |
| 6M | +5.2% | +84.6% | -79.4% | -7.6% |
| YTD | -4.5% | +26.1% | -30.6% | -10.8% |
| 1Y | +0.6% | +1.7% | -1.1% | -2.3% |
| 3Y | +93.1% | +6.1% | +87.0% | +75.4% |
| 5Y | +93.7% | -61.1% | +154.8% | +73.1% |
| All | +93.2% | -49.8% | +143.0% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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