+25.6%
MET vs GME
-19.1%
+44.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.9% |
| 7D | -2.5% | +6.0% | -8.5% | -2.9% |
| 30D | 0.0% | +8.3% | -8.4% | -0.7% |
| 3M | +13.1% | -9.1% | +22.1% | +13.8% |
| 6M | +39.0% | -16.3% | +55.3% | +40.9% |
| YTD | +25.2% | +1.5% | +23.7% | +24.9% |
| 1Y | +25.6% | -16.3% | +42.0% | +26.3% |
| All | +25.6% | -19.1% | +44.8% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling