+327.3%
GDX vs MET
+195.0%
+132.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -3.9% |
| 7D | -4.6% | +2.1% | -6.7% | -4.7% |
| 30D | -6.2% | +1.8% | -8.0% | -6.3% |
| 3M | -10.0% | +6.0% | -16.0% | -10.4% |
| 6M | -15.8% | +31.1% | -46.9% | -17.3% |
| YTD | -4.6% | +32.6% | -37.1% | -6.6% |
| 1Y | +4.0% | +30.5% | -26.4% | +1.9% |
| 3Y | +211.1% | +83.6% | +127.5% | +198.0% |
| 5Y | +152.3% | +84.2% | +68.1% | +142.4% |
| All | +327.3% | +195.0% | +132.3% | +317.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling