-21.1%
GIS vs MET
+249.3%
-270.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -6.4% | -0.5% | -5.9% | -6.3% |
| 30D | -6.1% | +0.5% | -6.6% | -6.2% |
| 3M | +7.8% | +11.6% | -3.8% | +6.3% |
| 6M | -8.8% | +40.8% | -49.6% | -12.7% |
| YTD | -19.1% | +25.7% | -44.8% | -21.6% |
| 1Y | -24.8% | +24.4% | -49.1% | -27.0% |
| 3Y | -37.6% | +67.5% | -105.0% | -42.0% |
| 5Y | -25.4% | +85.8% | -111.2% | -32.0% |
| All | -21.1% | +249.3% | -270.4% | -35.8% |
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