+243.8%
MET vs GME
+285.6%
-41.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.2% |
| 7D | -0.5% | +10.4% | -10.9% | -0.8% |
| 30D | +0.5% | +14.1% | -13.6% | +0.1% |
| 3M | +11.6% | -4.6% | +16.2% | +11.7% |
| 6M | +40.8% | -13.5% | +54.3% | +41.3% |
| YTD | +25.7% | +5.3% | +20.3% | +25.3% |
| 1Y | +24.4% | -14.9% | +39.3% | +24.8% |
| 3Y | +67.5% | +24.3% | +43.2% | +59.0% |
| 5Y | +85.8% | -55.6% | +141.4% | +78.8% |
| All | +243.8% | +285.6% | -41.8% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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