+1,454.5%
GS vs MET
+1,300.1%
+154.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.0% |
| 7D | +0.9% | +1.2% | -0.2% | +0.3% |
| 30D | -1.6% | +1.4% | -3.0% | -2.5% |
| 3M | -4.5% | +17.7% | -22.2% | -13.1% |
| 6M | +20.9% | +35.0% | -14.1% | +2.0% |
| YTD | +19.9% | +26.3% | -6.4% | +4.9% |
| 1Y | +41.4% | +22.8% | +18.6% | +25.4% |
| 3Y | +239.2% | +65.9% | +173.2% | +156.2% |
| 5Y | +185.0% | +85.4% | +99.7% | +101.6% |
| 10Y | +655.0% | +253.7% | +401.2% | +274.6% |
| All | +1,454.5% | +1,300.1% | +154.3% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling