+22.7%
MET vs GLXY
+7.0%
+15.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | +0.4% |
| 7D | -0.8% | +4.5% | -5.3% | -0.9% |
| 30D | -1.4% | +28.8% | -30.2% | -2.4% |
| 3M | +12.5% | -23.0% | +35.6% | +13.7% |
| 6M | +37.1% | +17.0% | +20.1% | +34.6% |
| YTD | +23.8% | +12.5% | +11.3% | +20.8% |
| 1Y | +24.1% | -5.4% | +29.5% | +22.2% |
| All | +22.7% | +7.0% | +15.7% | +19.5% |
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