+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 all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +4.8% | +5.1% | -0.4% | +3.2% |
| 3M | -1.6% | +41.5% | -43.2% | -12.5% |
| 6M | -7.5% | +21.8% | -29.3% | -13.9% |
| YTD | -6.4% | +14.6% | -21.0% | -12.0% |
| 1Y | -17.3% | +1.3% | -18.6% | -19.1% |
| 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% | +255.2% |
| All | +1,527.5% | +244.8% | +1,282.7% | +912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling