+182.9%
MET vs GH
+446.7%
-263.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.0% |
| 7D | +4.5% | +0.6% | +3.9% | +4.4% |
| 30D | +3.5% | -6.9% | +10.5% | +4.1% |
| 3M | +5.9% | -4.9% | +10.9% | +6.1% |
| 6M | +33.1% | +54.1% | -21.0% | +26.7% |
| YTD | +33.6% | +48.5% | -14.9% | +27.2% |
| 1Y | +32.7% | +61.2% | -28.5% | +25.2% |
| 3Y | +85.0% | +570.3% | -485.3% | +47.0% |
| 5Y | +85.6% | +46.1% | +39.4% | +63.1% |
| All | +182.9% | +446.7% | -263.7% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling