+478.5%
GS vs MET
+227.5%
+251.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +2.2% |
| 7D | +0.8% | +1.3% | -0.5% | 0.0% |
| 30D | +1.2% | +4.0% | -2.8% | -1.5% |
| 3M | -12.4% | +4.6% | -17.0% | -15.3% |
| 6M | -2.3% | +32.8% | -35.1% | -21.1% |
| YTD | +4.6% | +32.3% | -27.7% | -15.4% |
| 1Y | +17.5% | +37.1% | -19.6% | -7.4% |
| 3Y | +202.0% | +86.8% | +115.2% | +89.8% |
| 5Y | +152.4% | +87.4% | +65.0% | +55.8% |
| 10Y | +478.5% | +209.9% | +268.6% | +122.7% |
| All | +478.5% | +227.5% | +251.1% | +122.7% |
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 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