+5.6%
META vs GPN
+20.1%
-14.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.3% |
| 7D | +5.2% | -5.6% | +10.8% | +5.9% |
| 30D | -13.0% | +13.6% | -26.6% | -15.1% |
| 3M | +7.9% | -2.8% | +10.8% | +8.2% |
| 6M | +4.2% | +38.1% | -33.8% | -2.7% |
| YTD | -2.5% | +19.9% | -22.5% | -5.9% |
| 1Y | +5.6% | +23.4% | -17.8% | +1.7% |
| All | +5.6% | +20.1% | -14.5% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling