+166.2%
MET vs GH
+467.1%
-301.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -0.5% | -2.5% | +2.0% | -0.3% |
| 30D | +0.5% | -4.7% | +5.2% | +0.9% |
| 3M | +11.6% | +20.2% | -8.6% | +9.2% |
| 6M | +40.8% | +78.8% | -38.0% | +32.2% |
| YTD | +25.7% | +54.1% | -28.4% | +19.5% |
| 1Y | +24.4% | +177.1% | -152.7% | +11.2% |
| 3Y | +67.5% | +371.6% | -304.2% | +37.7% |
| 5Y | +85.8% | +21.9% | +63.9% | +66.7% |
| All | +166.2% | +467.1% | -301.0% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling