+72.3%
MET vs GTLB
-50.1%
+122.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | -0.5% | -5.7% | +5.2% | -0.1% |
| 30D | +0.5% | +15.1% | -14.6% | -0.6% |
| 3M | +11.6% | +65.5% | -53.9% | +7.3% |
| 6M | +40.8% | +102.9% | -62.1% | +32.7% |
| YTD | +25.7% | +25.2% | +0.5% | +22.5% |
| 1Y | +24.4% | -5.5% | +29.9% | +23.4% |
| 3Y | +67.5% | -10.9% | +78.4% | +63.5% |
| All | +72.3% | -50.1% | +122.5% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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