+32.1%
MET vs GLXY
-40.0%
+72.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +0.8% |
| 7D | +1.8% | -16.2% | +17.9% | +2.1% |
| 30D | +4.8% | -30.6% | +35.4% | +5.6% |
| 3M | +6.2% | -27.7% | +33.9% | +6.6% |
| 6M | +33.8% | -53.3% | +87.1% | +36.2% |
| YTD | +33.3% | -36.9% | +70.2% | +31.9% |
| 1Y | +36.3% | -55.6% | +92.0% | +36.1% |
| All | +32.1% | -40.0% | +72.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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