+632.4%
GEV vs MET
+42.1%
+590.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | -7.9% | +0.5% | -8.4% | -8.3% |
| 3M | +5.6% | +11.6% | -6.0% | -1.4% |
| 6M | +13.1% | +40.8% | -27.7% | -8.9% |
| YTD | +46.7% | +25.7% | +21.1% | +25.9% |
| 1Y | +51.3% | +24.4% | +26.9% | +30.3% |
| All | +632.4% | +42.1% | +590.4% | +458.8% |
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