+169.7%
GDX vs MET
+296.6%
-126.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -3.8% | +3.4% | -7.1% | -4.1% |
| 3M | -5.4% | +7.0% | -12.4% | -6.2% |
| 6M | -12.7% | +34.6% | -47.3% | -15.8% |
| YTD | -0.7% | +34.0% | -34.6% | -4.2% |
| 1Y | +11.9% | +35.9% | -24.0% | +7.7% |
| 3Y | +223.9% | +85.5% | +138.4% | +198.6% |
| 5Y | +163.2% | +87.8% | +75.4% | +141.0% |
| 10Y | +349.2% | +199.7% | +149.5% | +275.9% |
| All | +169.7% | +296.6% | -126.9% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling