+1,209.8%
MET vs GD
+2,304.1%
-1,094.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -0.4% |
| 7D | +1.2% | -5.3% | +6.4% | +5.0% |
| 30D | +1.4% | -6.4% | +7.8% | +6.2% |
| 3M | +17.7% | +5.7% | +12.0% | +12.6% |
| 6M | +35.0% | -0.9% | +35.9% | +34.5% |
| YTD | +26.3% | +8.2% | +18.1% | +17.3% |
| 1Y | +22.8% | +13.4% | +9.4% | +10.0% |
| 3Y | +65.9% | +68.5% | -2.6% | +9.4% |
| 5Y | +85.4% | +97.2% | -11.8% | +7.6% |
| 10Y | +253.7% | +190.2% | +63.5% | +56.5% |
| All | +1,209.8% | +2,304.1% | -1,094.3% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling