+36.3%
MET vs GPC
+2.1%
+34.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +4.8% | -1.8% | +6.6% | +5.1% |
| 3M | +6.2% | -6.6% | +12.8% | +7.5% |
| 6M | +33.8% | +21.3% | +12.5% | +29.2% |
| YTD | +33.3% | +4.3% | +29.0% | +21.5% |
| 1Y | +36.3% | +3.3% | +33.1% | +24.8% |
| All | +36.3% | +2.1% | +34.3% | +24.8% |
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 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