+216.2%
MET vs GDDY
+390.3%
-174.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | -0.5% | -3.2% | +2.7% | +0.2% |
| 30D | +0.5% | +6.8% | -6.3% | -1.3% |
| 3M | +11.6% | +30.5% | -18.9% | +3.6% |
| 6M | +40.8% | +13.3% | +27.5% | +34.2% |
| YTD | +25.7% | -21.0% | +46.6% | +30.1% |
| 1Y | +24.4% | -34.0% | +58.4% | +34.5% |
| 3Y | +67.5% | +33.1% | +34.4% | +49.9% |
| 5Y | +85.8% | +30.3% | +55.5% | +64.0% |
| 10Y | +246.8% | +205.5% | +41.2% | +159.4% |
| All | +216.2% | +390.3% | -174.2% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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