+23.9%
MET vs GFS
+44.4%
-20.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.5% | +3.2% | -5.7% | -2.6% |
| 30D | 0.0% | -9.6% | +9.5% | +0.3% |
| 3M | +13.1% | -38.5% | +51.5% | +14.7% |
| 6M | +39.0% | -1.3% | +40.3% | +30.8% |
| YTD | +25.2% | +31.8% | -6.6% | +12.8% |
| All | +23.9% | +44.4% | -20.5% | +10.1% |
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