+186.8%
GS vs MET
+77.6%
+109.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -4.2% |
| 7D | -6.3% | -0.5% | -5.8% | -5.9% |
| 30D | -3.1% | +3.3% | -6.4% | -5.4% |
| 3M | -17.7% | +4.2% | -21.9% | -20.4% |
| 6M | -4.6% | +27.3% | -31.9% | -21.3% |
| YTD | +0.3% | +29.8% | -29.5% | -18.8% |
| 1Y | +11.7% | +30.2% | -18.5% | -9.9% |
| All | +186.8% | +77.6% | +109.2% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling