+462.9%
META vs GWRE
+167.6%
+295.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.3% |
| 7D | +5.2% | -2.0% | +7.1% | +5.8% |
| 30D | -13.0% | -4.1% | -8.9% | -12.4% |
| 3M | +7.9% | -13.4% | +21.3% | +10.2% |
| 6M | +4.2% | +26.0% | -21.7% | -11.0% |
| YTD | -2.5% | -21.3% | +18.8% | -0.9% |
| 1Y | +5.6% | -27.5% | +33.1% | +11.2% |
| 3Y | +96.8% | +72.7% | +24.1% | +24.9% |
| 5Y | +90.0% | +26.4% | +63.7% | +35.2% |
| All | +462.9% | +167.6% | +295.4% | +183.0% |
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