+243.8%
MET vs GFI
+1,066.8%
-823.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.4% |
| 7D | -0.5% | -4.9% | +4.4% | -0.5% |
| 30D | +0.5% | +10.7% | -10.2% | +0.5% |
| 3M | +11.6% | +25.6% | -14.0% | +11.6% |
| 6M | +40.8% | -8.3% | +49.0% | +40.7% |
| YTD | +25.7% | +6.3% | +19.4% | +25.7% |
| 1Y | +24.4% | +22.1% | +2.3% | +24.5% |
| 3Y | +67.5% | +289.2% | -221.7% | +68.6% |
| 5Y | +85.8% | +531.7% | -445.8% | +88.1% |
| All | +243.8% | +1,066.8% | -823.1% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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