+97.2%
META vs GTLB
-49.4%
+146.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | +5.2% | -0.7% | +5.9% | +5.3% |
| 30D | -13.0% | -10.2% | -2.8% | -11.4% |
| 3M | +7.9% | +10.1% | -2.2% | +5.5% |
| 6M | +4.2% | +116.5% | -112.2% | -11.0% |
| YTD | -2.5% | +27.2% | -29.7% | -9.1% |
| 1Y | +5.6% | +8.6% | -3.0% | +1.2% |
| 3Y | +96.8% | +5.6% | +91.2% | +79.0% |
| 5Y | +90.0% | -61.8% | +151.9% | +69.7% |
| All | +97.2% | -49.4% | +146.6% | +75.8% |
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