+39.3%
GEHC vs MET
+61.0%
-21.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.1% |
| 7D | +0.8% | +4.5% | -3.7% | -1.2% |
| 30D | +21.3% | +3.5% | +17.8% | +19.4% |
| 3M | +12.6% | +5.9% | +6.6% | +9.5% |
| 6M | +34.3% | +33.1% | +1.2% | +17.1% |
| YTD | +1.4% | +33.6% | -32.2% | -12.1% |
| 1Y | +12.5% | +32.7% | -20.2% | -2.2% |
| 3Y | +19.2% | +85.0% | -65.8% | -7.3% |
| All | +39.3% | +61.0% | -21.7% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling