-37.4%
GIS vs MET
+66.1%
-103.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -3.2% |
| 7D | -8.4% | -2.5% | -5.9% | -8.1% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | +8.2% | +13.1% | -4.9% | +6.3% |
| 6M | -12.0% | +39.0% | -51.0% | -15.6% |
| YTD | -18.9% | +25.2% | -44.1% | -21.3% |
| 1Y | -23.6% | +25.6% | -49.3% | -26.0% |
| All | -37.4% | +66.1% | -103.5% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling