+240.9%
MET vs GPC
+82.0%
+158.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.6% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -2.3% | -0.4% | -1.9% | -2.2% |
| 3M | +13.9% | +39.2% | -25.3% | -6.8% |
| 6M | +34.8% | +18.2% | +16.6% | +20.5% |
| YTD | +23.5% | +12.1% | +11.4% | +11.7% |
| 1Y | +23.4% | -0.7% | +24.1% | +19.8% |
| 3Y | +64.9% | -1.7% | +66.5% | +52.3% |
| 5Y | +82.0% | +29.3% | +52.8% | +34.9% |
| All | +240.9% | +82.0% | +158.9% | +83.8% |
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