+214.2%
GDX vs MET
+273.9%
-59.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -0.4% | +1.2% | -1.5% | -0.5% |
| 30D | +18.6% | +1.4% | +17.2% | +18.4% |
| 3M | +14.9% | +17.7% | -2.8% | +12.6% |
| 6M | -6.3% | +35.0% | -41.2% | -9.6% |
| YTD | +15.7% | +26.3% | -10.6% | +12.3% |
| 1Y | +54.8% | +22.8% | +32.0% | +50.7% |
| 3Y | +253.4% | +65.9% | +187.5% | +230.1% |
| 5Y | +219.7% | +85.4% | +134.3% | +193.2% |
| 10Y | +300.2% | +253.7% | +46.5% | +226.6% |
| All | +214.2% | +273.9% | -59.8% | +99.4% |
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 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