+194.4%
MET vs GME
+475.1%
-280.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +4.5% | +2.9% | +1.6% | +4.4% |
| 30D | +3.5% | -4.8% | +8.3% | +3.7% |
| 3M | +5.9% | +39.2% | -33.3% | +4.7% |
| 6M | +33.1% | +17.1% | +16.0% | +32.2% |
| YTD | +33.6% | +28.7% | +4.8% | +32.2% |
| 1Y | +32.7% | +23.3% | +9.4% | +31.5% |
| 3Y | +85.0% | +112.9% | -27.9% | +72.5% |
| 5Y | +85.6% | -48.8% | +134.4% | +77.8% |
| All | +194.4% | +475.1% | -280.7% | +53.5% |
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