+7.7%
GEHC vs MET
+50.9%
-43.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.9% |
| 7D | -7.9% | -2.5% | -5.4% | -6.8% |
| 30D | -11.7% | 0.0% | -11.7% | -11.8% |
| 3M | +0.8% | +13.1% | -12.3% | -5.1% |
| 6M | -11.6% | +39.0% | -50.6% | -24.6% |
| YTD | -21.6% | +25.2% | -46.8% | -30.0% |
| 1Y | -15.3% | +25.6% | -40.9% | -24.6% |
| 3Y | -0.5% | +67.1% | -67.6% | -19.6% |
| All | +7.7% | +50.9% | -43.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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