+32.7%
MET vs GAP
-12.4%
+45.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +4.5% | -1.9% | +6.4% | +4.8% |
| 30D | +3.5% | -7.1% | +10.6% | +4.6% |
| 3M | +5.9% | +4.1% | +1.8% | +5.0% |
| 6M | +33.1% | +1.9% | +31.1% | +30.3% |
| YTD | +33.6% | -15.2% | +48.8% | +36.4% |
| 1Y | +32.7% | -10.6% | +43.3% | +33.8% |
| All | +32.7% | -12.4% | +45.0% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling