+79.1%
META vs GPC
+6.4%
+72.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.6% |
| 7D | -3.1% | +1.7% | -4.8% | -3.5% |
| 30D | -18.1% | -2.3% | -15.8% | -17.7% |
| 3M | +2.9% | -4.5% | +7.4% | +4.0% |
| 6M | +0.2% | +21.6% | -21.4% | -5.8% |
| YTD | -8.1% | +4.0% | -12.1% | -10.9% |
| 1Y | -4.5% | +3.5% | -8.0% | -7.4% |
| 3Y | +94.2% | +2.1% | +92.0% | +76.5% |
| 5Y | +79.1% | +5.5% | +73.6% | +41.9% |
| All | +79.1% | +6.4% | +72.6% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling