+1,527.5%
META vs GPN
+373.4%
+1,154.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +6.7% | +0.8% | +5.9% | +6.3% |
| 30D | +4.8% | +5.8% | -1.0% | +2.2% |
| 3M | -1.6% | +37.0% | -38.6% | -14.4% |
| 6M | -7.5% | +20.1% | -27.6% | -15.6% |
| YTD | -6.4% | +20.4% | -26.8% | -15.7% |
| 1Y | -17.3% | +7.4% | -24.8% | -22.3% |
| 3Y | +109.9% | -26.1% | +136.1% | +123.5% |
| 5Y | +65.4% | -38.5% | +103.9% | +86.7% |
| 10Y | +391.8% | +28.4% | +363.4% | +302.9% |
| All | +1,527.5% | +373.4% | +1,154.1% | +828.4% |
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