+457.2%
GS vs MET
+206.5%
+250.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | -0.1% |
| 7D | +1.6% | +1.8% | -0.2% | +0.5% |
| 30D | +1.7% | +4.8% | -3.1% | -1.6% |
| 3M | -11.6% | +6.2% | -17.8% | -15.4% |
| 6M | -1.9% | +33.8% | -35.7% | -21.2% |
| YTD | +5.1% | +33.3% | -28.2% | -15.5% |
| 1Y | +16.4% | +36.3% | -19.9% | -7.9% |
| 3Y | +199.0% | +84.6% | +114.4% | +89.5% |
| 5Y | +157.4% | +87.7% | +69.8% | +58.9% |
| 10Y | +457.2% | +198.0% | +259.3% | +120.8% |
| All | +457.2% | +206.5% | +250.8% | +120.8% |
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