+161.7%
MET vs GH
+480.1%
-318.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +1.1% | -2.1% | +3.2% | +1.3% |
| 30D | -2.3% | -4.5% | +2.1% | -2.0% |
| 3M | +13.9% | +28.9% | -15.0% | +10.8% |
| 6M | +34.8% | +76.5% | -41.7% | +26.7% |
| YTD | +23.5% | +57.6% | -34.1% | +17.2% |
| 1Y | +23.4% | +167.5% | -144.1% | +10.7% |
| 3Y | +64.9% | +377.4% | -312.5% | +35.4% |
| 5Y | +82.0% | +23.8% | +58.2% | +63.1% |
| All | +161.7% | +480.1% | -318.4% | +95.1% |
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