+462.9%
META vs GPN
+39.9%
+423.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +1.2% |
| 7D | +5.2% | -5.6% | +10.8% | +7.2% |
| 30D | -13.0% | +13.6% | -26.6% | -18.7% |
| 3M | +7.9% | -2.8% | +10.8% | +7.6% |
| 6M | +4.2% | +38.1% | -33.8% | -12.0% |
| YTD | -2.5% | +19.9% | -22.5% | -13.8% |
| 1Y | +5.6% | +23.4% | -17.8% | -8.0% |
| 3Y | +96.8% | -12.6% | +109.4% | +90.6% |
| 5Y | +90.0% | -26.6% | +116.6% | +98.5% |
| All | +462.9% | +39.9% | +423.0% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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