+198.0%
MET vs GPC
+85.0%
+113.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +4.8% | -1.8% | +6.6% | +5.7% |
| 3M | +6.2% | -6.6% | +12.8% | +10.0% |
| 6M | +33.8% | +21.3% | +12.5% | +17.7% |
| YTD | +33.3% | +4.3% | +29.0% | +25.2% |
| 1Y | +36.3% | +3.3% | +33.1% | +28.7% |
| 3Y | +84.6% | +0.8% | +83.8% | +66.9% |
| 5Y | +87.7% | +7.4% | +80.3% | +56.9% |
| 10Y | +198.0% | +79.2% | +118.7% | +65.8% |
| All | +198.0% | +85.0% | +113.0% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling