+170.5%
GM vs MET
+66.8%
+103.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -1.1% | +0.5% | -1.6% | -1.5% |
| 3M | +6.1% | +11.6% | -5.5% | -0.8% |
| 6M | +15.0% | +40.8% | -25.8% | -6.7% |
| YTD | +6.0% | +25.7% | -19.7% | -8.3% |
| 1Y | +47.1% | +24.4% | +22.7% | +27.7% |
| 3Y | +170.5% | +67.5% | +103.0% | +89.1% |
| All | +170.5% | +66.8% | +103.7% | +89.1% |
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