+72.4%
MET vs GFS
-2.1%
+74.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.5% | +3.2% | -5.7% | -2.9% |
| 30D | 0.0% | -9.6% | +9.5% | +1.4% |
| 3M | +13.1% | -38.5% | +51.5% | +20.5% |
| 6M | +39.0% | -1.3% | +40.3% | +34.2% |
| YTD | +25.2% | +31.8% | -6.6% | +13.6% |
| 1Y | +25.6% | +44.6% | -18.9% | +11.6% |
| 3Y | +67.1% | -20.6% | +87.7% | +59.7% |
| All | +72.4% | -2.1% | +74.5% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling