+81.9%
META vs GPN
-25.2%
+107.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.1% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | -15.4% | +20.1% | -35.5% | -21.9% |
| 3M | +3.5% | +11.4% | -7.9% | -1.8% |
| 6M | -0.3% | +40.8% | -41.1% | -15.0% |
| YTD | -7.3% | +27.1% | -34.4% | -18.6% |
| 1Y | -1.1% | +29.2% | -30.3% | -14.0% |
| 3Y | +95.1% | -9.4% | +104.4% | +89.4% |
| All | +81.9% | -25.2% | +107.1% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling