+1,593.8%
META vs GPN
+421.2%
+1,172.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.6% |
| 7D | +3.3% | +3.7% | -0.4% | +1.7% |
| 30D | -10.8% | +23.6% | -34.3% | -18.8% |
| 3M | +7.9% | +18.3% | -10.4% | -0.4% |
| 6M | +5.4% | +47.8% | -42.4% | -12.4% |
| YTD | -2.6% | +32.6% | -35.1% | -16.4% |
| 1Y | +1.9% | +36.0% | -34.1% | -13.8% |
| 3Y | +97.0% | -3.9% | +100.8% | +84.6% |
| 5Y | +97.6% | -19.4% | +117.0% | +98.9% |
| 10Y | +436.0% | +52.1% | +384.0% | +308.5% |
| All | +1,593.8% | +421.2% | +1,172.6% | +819.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling