+73.2%
MET vs GTLB
-47.1%
+120.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | +1.2% | +11.1% | -9.9% | +0.4% |
| 30D | +1.4% | +37.8% | -36.4% | -1.0% |
| 3M | +17.7% | +61.6% | -43.9% | +13.4% |
| 6M | +35.0% | +98.9% | -63.9% | +27.5% |
| YTD | +26.3% | +32.8% | -6.5% | +22.6% |
| 1Y | +22.8% | +14.7% | +8.2% | +20.1% |
| 3Y | +65.9% | +1.3% | +64.6% | +60.7% |
| All | +73.2% | -47.1% | +120.3% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling