+97.0%
META vs GTLB
+7.7%
+89.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +3.3% | -10.9% | +14.2% | +4.9% |
| 30D | -10.8% | -15.3% | +4.5% | -8.8% |
| 3M | +7.9% | +14.6% | -6.7% | +5.5% |
| 6M | +5.4% | +79.6% | -74.2% | -3.9% |
| YTD | -2.6% | +24.3% | -26.9% | -6.6% |
| 1Y | +1.9% | +1.0% | +0.9% | +0.9% |
| 3Y | +97.0% | +4.6% | +92.4% | +97.3% |
| All | +97.0% | +7.7% | +89.2% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling