+384.6%
GIS vs MET
+1,300.1%
-915.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.3% |
| 7D | -7.8% | +1.2% | -9.0% | -8.0% |
| 30D | +6.6% | +1.4% | +5.2% | +6.4% |
| 3M | +21.0% | +17.7% | +3.3% | +18.8% |
| 6M | -9.1% | +35.0% | -44.1% | -12.1% |
| YTD | -13.6% | +26.3% | -39.9% | -16.0% |
| 1Y | -18.0% | +22.8% | -40.8% | -20.1% |
| 3Y | -33.7% | +65.9% | -99.6% | -37.8% |
| 5Y | -19.4% | +85.4% | -104.8% | -25.8% |
| 10Y | -21.3% | +253.7% | -275.0% | -34.4% |
| All | +384.6% | +1,300.1% | -915.6% | +212.7% |
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