+1,200.5%
GS vs MET
+1,339.1%
-138.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -4.7% |
| 7D | -6.3% | -0.5% | -5.8% | -6.0% |
| 30D | -3.1% | +3.3% | -6.4% | -4.8% |
| 3M | -17.7% | +4.2% | -21.9% | -19.7% |
| 6M | -4.6% | +27.3% | -31.9% | -16.9% |
| YTD | +0.3% | +29.8% | -29.5% | -13.6% |
| 1Y | +11.7% | +30.2% | -18.5% | -4.0% |
| 3Y | +183.6% | +77.6% | +106.0% | +106.4% |
| 5Y | +141.0% | +82.3% | +58.7% | +72.0% |
| 10Y | +507.4% | +233.0% | +274.4% | +210.0% |
| All | +1,200.5% | +1,339.1% | -138.6% | +186.2% |
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