+438.8%
GS vs MET
+197.3%
+241.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | -0.2% |
| 7D | +5.9% | +4.5% | +1.4% | +2.7% |
| 30D | +4.3% | +3.5% | +0.8% | +1.8% |
| 3M | -11.7% | +5.9% | -17.6% | -15.4% |
| 6M | -3.2% | +33.1% | -36.2% | -21.8% |
| YTD | +5.8% | +33.6% | -27.8% | -15.0% |
| 1Y | +16.0% | +32.7% | -16.7% | -6.4% |
| 3Y | +199.8% | +85.0% | +114.7% | +89.8% |
| 5Y | +155.5% | +85.6% | +69.9% | +59.0% |
| All | +438.8% | +197.3% | +241.5% | +115.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling