+85.9%
META vs GTLB
-48.0%
+134.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -2.8% |
| 7D | -3.1% | -13.5% | +10.4% | -0.5% |
| 30D | -18.1% | -5.1% | -13.0% | -17.5% |
| 3M | +2.9% | +35.5% | -32.6% | -3.3% |
| 6M | +0.2% | +97.2% | -97.0% | -13.1% |
| YTD | -8.1% | +30.5% | -38.6% | -14.7% |
| 1Y | -4.5% | +6.9% | -11.4% | -8.2% |
| 3Y | +94.2% | +15.7% | +78.5% | +73.4% |
| 5Y | +79.1% | -60.3% | +139.4% | +59.1% |
| All | +85.9% | -48.0% | +134.0% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling