+22.8%
MET vs GFS
+37.2%
-14.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | +1.2% | +1.0% | +0.1% | +1.1% |
| 30D | +1.4% | -8.6% | +10.0% | +1.7% |
| 3M | +17.7% | -46.5% | +64.2% | +20.7% |
| 6M | +35.0% | -4.8% | +39.8% | +27.3% |
| YTD | +26.3% | +29.7% | -3.4% | +13.8% |
| 1Y | +22.8% | +35.8% | -13.0% | +9.0% |
| All | +22.8% | +37.2% | -14.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling