+62.8%
META vs GPC
+30.9%
+31.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +6.7% | +1.2% | +5.5% | +6.4% |
| 30D | +4.8% | +6.0% | -1.2% | +3.2% |
| 3M | -1.6% | +42.6% | -44.3% | -11.2% |
| 6M | -7.5% | +22.8% | -30.2% | -13.0% |
| YTD | -6.4% | +15.5% | -21.8% | -11.5% |
| 1Y | -17.3% | +2.0% | -19.4% | -18.7% |
| 3Y | +109.9% | -1.4% | +111.4% | +101.9% |
| All | +62.8% | +30.9% | +31.9% | +23.8% |
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