+78.9%
MET vs GPC
+3.6%
+75.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | -1.2% | +1.6% | -2.7% | -1.7% |
| 30D | +3.2% | -2.1% | +5.3% | +3.9% |
| 3M | -1.1% | -6.8% | +5.7% | +1.3% |
| 6M | +25.0% | +18.6% | +6.4% | +16.2% |
| YTD | +27.9% | +2.7% | +25.2% | +23.5% |
| 1Y | +32.9% | +1.8% | +31.1% | +28.7% |
| 3Y | +78.8% | +1.1% | +77.7% | +65.2% |
| All | +78.9% | +3.6% | +75.4% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling