+32.9%
MET vs GGLL
-19.4%
+52.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.5% |
| 7D | -1.2% | +3.1% | -4.3% | -1.2% |
| 30D | +3.2% | -36.3% | +39.5% | +4.3% |
| 3M | -1.1% | -40.4% | +39.3% | 0.0% |
| 6M | +25.0% | -54.6% | +79.6% | +28.0% |
| YTD | +27.9% | -31.1% | +59.0% | +25.4% |
| 1Y | +32.9% | -19.2% | +52.1% | +30.5% |
| All | +32.9% | -19.4% | +52.3% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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