+81.5%
MET vs GD
+55.3%
+26.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -2.0% |
| 7D | -0.5% | -3.9% | +3.4% | +1.3% |
| 30D | +3.3% | +8.1% | -4.8% | -0.5% |
| 3M | +4.2% | -6.8% | +11.0% | +7.4% |
| 6M | +27.3% | +3.0% | +24.3% | +25.0% |
| YTD | +29.8% | +7.8% | +22.0% | +23.6% |
| 1Y | +30.2% | +5.8% | +24.4% | +25.2% |
| All | +81.5% | +55.3% | +26.2% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling