+97.0%
META vs GWRE
+73.3%
+23.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.5% |
| 7D | +3.3% | -3.5% | +6.7% | +3.8% |
| 30D | -10.8% | -7.1% | -3.7% | -10.0% |
| 3M | +7.9% | -10.1% | +18.0% | +8.1% |
| 6M | +5.4% | +12.3% | -6.9% | +0.6% |
| YTD | -2.6% | -22.7% | +20.1% | +1.1% |
| 1Y | +1.9% | -28.6% | +30.5% | +8.0% |
| 3Y | +97.0% | +70.7% | +26.3% | +55.0% |
| All | +97.0% | +73.3% | +23.7% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling