+70.1%
MET vs GFS
-3.9%
+74.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +1.1% | +2.6% | -1.5% | +0.8% |
| 30D | -2.3% | -16.4% | +14.1% | +0.2% |
| 3M | +13.9% | -41.6% | +55.5% | +22.3% |
| 6M | +34.8% | -3.7% | +38.5% | +30.6% |
| YTD | +23.5% | +29.3% | -5.8% | +12.5% |
| 1Y | +23.4% | +37.1% | -13.7% | +10.6% |
| 3Y | +64.9% | -22.1% | +87.0% | +58.0% |
| All | +70.1% | -3.9% | +74.0% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling