+643.2%
GEV vs MET
+39.7%
+603.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +4.2% |
| 7D | +8.1% | +1.1% | +7.0% | +7.4% |
| 30D | -1.9% | -2.3% | +0.4% | -0.8% |
| 3M | +4.1% | +13.9% | -9.8% | -4.2% |
| 6M | +23.2% | +34.8% | -11.6% | +1.7% |
| YTD | +48.9% | +23.5% | +25.4% | +28.9% |
| 1Y | +62.2% | +23.4% | +38.8% | +40.0% |
| All | +643.2% | +39.7% | +603.5% | +472.0% |
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