+243.8%
MET vs GNRC
+448.8%
-205.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | -0.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +0.5% | -15.7% | +16.2% | +4.4% |
| 3M | +11.6% | -27.3% | +38.9% | +18.7% |
| 6M | +40.8% | -12.1% | +52.8% | +41.0% |
| YTD | +25.7% | +37.1% | -11.5% | +11.4% |
| 1Y | +24.4% | -0.5% | +24.8% | +18.7% |
| 3Y | +67.5% | +61.5% | +5.9% | +35.4% |
| 5Y | +85.8% | -58.6% | +144.4% | +113.0% |
| All | +243.8% | +448.8% | -205.1% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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