+37.3%
GEHC vs MET
+59.8%
-22.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -2.3% | +2.1% | -4.4% | -3.2% |
| 30D | +19.0% | +1.8% | +17.2% | +18.0% |
| 3M | +13.3% | +6.0% | +7.3% | +10.1% |
| 6M | +31.5% | +31.1% | +0.4% | +15.5% |
| YTD | 0.0% | +32.6% | -32.6% | -13.1% |
| 1Y | +9.4% | +30.5% | -21.1% | -4.2% |
| 3Y | +18.3% | +83.6% | -65.2% | -7.6% |
| All | +37.3% | +59.8% | -22.5% | +11.8% |
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