-17.3%
META vs GPC
+0.2%
-17.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +6.7% | +0.4% | +6.3% | +6.7% |
| 30D | +4.8% | +5.1% | -0.4% | +4.6% |
| 3M | -1.6% | +41.5% | -43.2% | -2.9% |
| 6M | -7.5% | +21.8% | -29.3% | -8.7% |
| YTD | -6.4% | +14.6% | -21.0% | -9.3% |
| 1Y | -17.3% | +1.3% | -18.6% | -20.4% |
| All | -17.3% | +0.2% | -17.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling