+52.4%
GEV vs MET
+35.0%
+17.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -9.3% |
| 7D | -5.1% | +3.9% | -9.0% | -5.2% |
| 30D | -15.8% | +6.8% | -22.7% | -16.0% |
| 3M | -18.2% | +7.7% | -25.8% | -18.3% |
| 6M | -22.4% | +32.9% | -55.3% | -25.7% |
| YTD | +27.7% | +33.9% | -6.1% | +20.0% |
| 1Y | +52.4% | +33.0% | +19.3% | +41.2% |
| All | +52.4% | +35.0% | +17.3% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling