+1,497.9%
META vs GPC
+210.7%
+1,287.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.5% |
| 7D | -3.1% | +1.7% | -4.8% | -3.6% |
| 30D | -18.1% | -2.3% | -15.8% | -17.6% |
| 3M | +2.9% | -4.5% | +7.4% | +4.2% |
| 6M | +0.2% | +21.6% | -21.4% | -6.7% |
| YTD | -8.1% | +4.0% | -12.1% | -11.2% |
| 1Y | -4.5% | +3.5% | -8.0% | -7.7% |
| 3Y | +94.2% | +2.1% | +92.0% | +81.5% |
| 5Y | +79.1% | +5.5% | +73.6% | +64.4% |
| 10Y | +405.9% | +90.7% | +315.2% | +250.9% |
| All | +1,497.9% | +210.7% | +1,287.2% | +924.6% |
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 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