+66.4%
MET vs GGLL
+328.7%
-262.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | +1.2% | -4.8% | +5.9% | +1.6% |
| 30D | +1.4% | -13.7% | +15.1% | +2.6% |
| 3M | +17.7% | -21.9% | +39.5% | +19.5% |
| 6M | +35.0% | +11.7% | +23.3% | +31.6% |
| YTD | +26.3% | +2.3% | +24.0% | +23.9% |
| 1Y | +22.8% | +76.2% | -53.4% | +13.2% |
| 3Y | +65.9% | +245.0% | -179.1% | +36.3% |
| All | +66.4% | +328.7% | -262.2% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling