+82.3%
MET vs GAP
+6.6%
+75.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.0% |
| 7D | -0.8% | -3.2% | +2.4% | -0.2% |
| 30D | -1.4% | -0.7% | -0.7% | -1.5% |
| 3M | +12.5% | -0.5% | +13.0% | +12.2% |
| 6M | +37.1% | -5.0% | +42.1% | +36.9% |
| YTD | +23.8% | -14.7% | +38.5% | +25.6% |
| 1Y | +24.1% | -8.6% | +32.8% | +24.0% |
| 3Y | +65.2% | +108.4% | -43.2% | +34.6% |
| 5Y | +82.3% | +5.8% | +76.5% | +56.4% |
| All | +82.3% | +6.6% | +75.7% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling