-25.2%
GIS vs MET
+82.5%
-107.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.8% |
| YTD | -18.9% | +25.2% | -44.1% | -21.4% |
| 1Y | -23.6% | +25.6% | -49.3% | -26.1% |
| 3Y | -37.6% | +67.1% | -104.7% | -42.4% |
| 5Y | -25.2% | +85.1% | -110.3% | -31.5% |
| All | -25.2% | +82.5% | -107.7% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling