+1,546.8%
META vs GWRE
+532.0%
+1,014.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | +3.1% | -4.4% | +7.4% | +4.5% |
| 30D | -18.2% | -3.5% | -14.7% | -17.8% |
| 3M | +7.8% | -7.6% | +15.4% | +7.6% |
| 6M | +3.6% | +21.8% | -18.2% | -9.0% |
| YTD | -5.3% | -20.4% | +15.1% | -4.6% |
| 1Y | +2.7% | -27.6% | +30.3% | +7.3% |
| 3Y | +91.5% | +75.7% | +15.8% | +31.0% |
| 5Y | +84.7% | +27.8% | +56.9% | +39.8% |
| 10Y | +429.0% | +172.4% | +256.6% | +202.3% |
| All | +1,546.8% | +532.0% | +1,014.9% | +717.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling