+404.3%
META vs GPC
+85.6%
+318.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.2% |
| 7D | -0.8% | +1.6% | -2.4% | -1.2% |
| 30D | -15.4% | -2.1% | -13.3% | -15.0% |
| 3M | +3.5% | -6.8% | +10.3% | +5.4% |
| 6M | -0.3% | +18.6% | -18.9% | -5.9% |
| YTD | -7.3% | +2.7% | -10.0% | -9.8% |
| 1Y | -1.1% | +1.8% | -2.9% | -3.6% |
| 3Y | +95.1% | +1.1% | +94.0% | +83.5% |
| 5Y | +80.6% | +4.1% | +76.5% | +67.3% |
| All | +404.3% | +85.6% | +318.7% | +294.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling