+85.6%
MET vs GAP
+74.3%
+11.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.8% |
| 7D | 0.0% | -9.3% | +9.4% | +1.4% |
| 30D | +3.4% | -5.5% | +8.9% | +4.1% |
| 3M | +7.0% | +3.5% | +3.5% | +6.1% |
| 6M | +34.6% | +0.7% | +33.9% | +33.4% |
| YTD | +34.0% | -13.4% | +47.3% | +35.2% |
| 1Y | +35.9% | -7.7% | +43.6% | +35.8% |
| All | +85.6% | +74.3% | +11.3% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling