+238.7%
GM vs MET
+341.1%
-102.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -0.9% |
| 7D | +0.4% | +1.1% | -0.7% | -0.4% |
| 30D | -1.8% | -2.3% | +0.5% | -0.5% |
| 3M | +2.6% | +13.9% | -11.3% | -6.2% |
| 6M | +14.6% | +34.8% | -20.3% | -6.2% |
| YTD | +6.2% | +23.5% | -17.3% | -8.4% |
| 1Y | +48.7% | +23.4% | +25.3% | +28.0% |
| 3Y | +168.3% | +64.9% | +103.4% | +88.2% |
| 5Y | +82.8% | +82.0% | +0.7% | +20.7% |
| 10Y | +226.2% | +244.4% | -18.2% | +41.0% |
| All | +238.7% | +341.1% | -102.4% | +22.4% |
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