+212.7%
GDX vs MET
+85.6%
+127.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -6.8% | +4.5% | -11.3% | -7.5% |
| 30D | -2.1% | +3.5% | -5.7% | -2.7% |
| 3M | -7.5% | +5.9% | -13.4% | -8.4% |
| 6M | -15.2% | +33.1% | -48.2% | -19.2% |
| YTD | -4.8% | +33.6% | -38.4% | -9.9% |
| 1Y | +6.7% | +32.7% | -26.0% | +1.1% |
| 3Y | +212.7% | +85.0% | +127.7% | +152.7% |
| All | +212.7% | +85.6% | +127.2% | +152.7% |
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