+259.7%
GDX vs MET
+66.4%
+193.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | +4.0% | +1.1% | +2.8% | +3.8% |
| 30D | +9.5% | -2.3% | +11.8% | +9.9% |
| 3M | +25.1% | +13.9% | +11.2% | +22.0% |
| 6M | -2.9% | +34.8% | -37.7% | -8.2% |
| YTD | +14.7% | +23.5% | -8.8% | +9.7% |
| 1Y | +47.4% | +23.4% | +24.0% | +40.7% |
| 3Y | +259.7% | +64.9% | +194.8% | +201.7% |
| All | +259.7% | +66.4% | +193.3% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling