+215.1%
GDXJ vs MET
+249.3%
-34.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | +5.0% | +0.5% | +4.5% | +4.8% |
| 3M | +24.1% | +11.6% | +12.5% | +21.8% |
| 6M | -7.4% | +40.8% | -48.1% | -12.4% |
| YTD | +10.2% | +25.7% | -15.4% | +5.9% |
| 1Y | +42.5% | +24.4% | +18.2% | +37.0% |
| 3Y | +285.7% | +67.5% | +218.3% | +250.7% |
| 5Y | +231.9% | +85.8% | +146.0% | +197.2% |
| All | +215.1% | +249.3% | -34.2% | +149.8% |
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