+408.0%
META vs GWRE
+131.0%
+277.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +5.1% | -13.2% | +18.3% | +10.3% |
| 30D | +12.0% | -18.6% | +30.5% | +18.2% |
| 3M | +14.1% | +18.9% | -4.8% | +2.7% |
| 6M | -0.9% | -11.0% | +10.1% | -2.9% |
| YTD | -1.7% | -29.9% | +28.2% | +5.5% |
| 1Y | -13.4% | -44.3% | +30.9% | +3.0% |
| 3Y | +112.6% | +51.7% | +60.9% | +43.4% |
| 5Y | +72.6% | +15.4% | +57.2% | +28.1% |
| All | +408.0% | +131.0% | +277.0% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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