+67.5%
MET vs GPN
-27.6%
+95.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.5% | -4.6% | +4.1% | +1.1% |
| 30D | +0.5% | -0.3% | +0.8% | +0.4% |
| 3M | +11.6% | +35.4% | -23.8% | -0.1% |
| 6M | +40.8% | +21.7% | +19.1% | +30.1% |
| YTD | +25.7% | +14.9% | +10.8% | +18.1% |
| 1Y | +24.4% | +3.2% | +21.2% | +21.3% |
| 3Y | +67.5% | -27.1% | +94.6% | +81.8% |
| All | +67.5% | -27.6% | +95.1% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling