+1,209.8%
MET vs GPC
+1,226.3%
-16.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.4% |
| 7D | +1.2% | +1.2% | 0.0% | +0.3% |
| 30D | +1.4% | +6.0% | -4.6% | -2.8% |
| 3M | +17.7% | +42.6% | -24.9% | -10.5% |
| 6M | +35.0% | +22.8% | +12.2% | +13.5% |
| YTD | +26.3% | +15.5% | +10.8% | +8.5% |
| 1Y | +22.8% | +2.0% | +20.8% | +15.2% |
| 3Y | +65.9% | -1.4% | +67.4% | +48.4% |
| 5Y | +85.4% | +30.6% | +54.8% | +28.2% |
| 10Y | +253.7% | +80.6% | +173.1% | +76.3% |
| All | +1,209.8% | +1,226.3% | -16.5% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling