+1,527.5%
META vs GPC
+244.8%
+1,282.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +6.7% | +1.2% | +5.5% | +6.3% |
| 30D | +4.8% | +6.0% | -1.2% | +2.9% |
| 3M | -1.6% | +42.6% | -44.3% | -12.7% |
| 6M | -7.5% | +22.8% | -30.2% | -14.1% |
| YTD | -6.4% | +15.5% | -21.8% | -12.2% |
| 1Y | -17.3% | +2.0% | -19.4% | -19.3% |
| 3Y | +109.9% | -1.4% | +111.4% | +100.2% |
| 5Y | +65.4% | +30.6% | +34.8% | +41.7% |
| 10Y | +391.8% | +80.6% | +311.2% | +255.3% |
| All | +1,527.5% | +244.8% | +1,282.7% | +912.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling