+551.7%
MET vs GME
+1,082.6%
-530.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | +1.2% | +7.2% | -6.1% | +0.6% |
| 30D | +1.4% | +0.8% | +0.6% | +1.3% |
| 3M | +17.7% | -14.0% | +31.7% | +19.0% |
| 6M | +35.0% | -19.7% | +54.7% | +37.0% |
| YTD | +26.3% | -4.6% | +30.9% | +26.3% |
| 1Y | +22.8% | -14.3% | +37.2% | +23.7% |
| 3Y | +65.9% | +4.0% | +61.9% | +47.0% |
| 5Y | +85.4% | -62.2% | +147.6% | +69.3% |
| 10Y | +253.7% | +241.4% | +12.3% | +8.3% |
| All | +551.7% | +1,082.6% | -530.9% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling