+486.7%
GS vs MET
+222.3%
+264.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.7% |
| 7D | -3.2% | -1.2% | -2.0% | -2.3% |
| 30D | -2.4% | +3.2% | -5.6% | -4.6% |
| 3M | -15.7% | -1.1% | -14.6% | -15.3% |
| 6M | -6.8% | +25.0% | -31.8% | -21.4% |
| YTD | -0.1% | +27.9% | -27.9% | -17.3% |
| 1Y | +12.1% | +32.9% | -20.8% | -9.7% |
| 3Y | +185.8% | +78.8% | +107.0% | +85.1% |
| 5Y | +140.1% | +79.6% | +60.5% | +52.7% |
| All | +486.7% | +222.3% | +264.4% | +120.9% |
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