+33.0%
MET vs GPC
+6.5%
+26.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.9% |
| 7D | +3.9% | +4.1% | -0.3% | +3.1% |
| 30D | +6.8% | +0.1% | +6.7% | +6.8% |
| 3M | +7.7% | -3.9% | +11.6% | +8.4% |
| 6M | +32.9% | +24.4% | +8.5% | +28.0% |
| YTD | +33.9% | +5.7% | +28.2% | +22.8% |
| 1Y | +33.0% | +6.8% | +26.2% | +22.1% |
| All | +33.0% | +6.5% | +26.6% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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