+220.2%
MET vs GD
+190.6%
+29.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.0% |
| 7D | -1.2% | -5.0% | +3.8% | +2.7% |
| 30D | +3.2% | +8.9% | -5.7% | -3.5% |
| 3M | -1.1% | -8.0% | +6.9% | +5.0% |
| 6M | +25.0% | +2.9% | +22.1% | +21.2% |
| YTD | +27.9% | +7.1% | +20.8% | +18.4% |
| 1Y | +32.9% | +5.9% | +26.9% | +24.0% |
| 3Y | +78.8% | +53.9% | +24.9% | +19.9% |
| 5Y | +79.6% | +95.4% | -15.8% | -5.5% |
| All | +220.2% | +190.6% | +29.6% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling