+281.7%
GDXJ vs MET
+66.1%
+215.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.2% |
| 7D | -6.2% | -2.5% | -3.8% | -5.7% |
| 30D | +4.6% | 0.0% | +4.7% | +4.6% |
| 3M | +31.3% | +13.1% | +18.2% | +27.5% |
| 6M | -10.7% | +39.0% | -49.7% | -17.2% |
| YTD | +9.1% | +25.2% | -16.1% | +2.9% |
| 1Y | +44.1% | +25.6% | +18.5% | +35.6% |
| All | +281.7% | +66.1% | +215.6% | +206.8% |
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 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