+85.6%
MET vs GGLL
+163.0%
-77.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.2% |
| 7D | 0.0% | +2.9% | -2.8% | -0.2% |
| 30D | +3.4% | -33.1% | +36.5% | +5.9% |
| 3M | +7.0% | -31.2% | +38.2% | +9.2% |
| 6M | +34.6% | -49.4% | +84.0% | +40.1% |
| YTD | +34.0% | -26.8% | +60.8% | +33.8% |
| 1Y | +35.9% | -17.7% | +53.6% | +34.1% |
| All | +85.6% | +163.0% | -77.4% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling