+54.8%
GDX vs MET
+24.0%
+30.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -0.4% | +1.2% | -1.5% | -0.6% |
| 30D | +18.6% | +1.4% | +17.2% | +18.1% |
| 3M | +14.9% | +17.7% | -2.8% | +11.1% |
| 6M | -6.3% | +35.0% | -41.2% | -12.4% |
| YTD | +15.7% | +26.3% | -10.6% | +8.6% |
| 1Y | +54.8% | +22.8% | +32.0% | +43.4% |
| All | +54.8% | +24.0% | +30.9% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1y: compounded portfolio wealth divided by compounded MET 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…
1y analysis · Full analysis span regression · 6 months rolling