+77.5%
GDXJ vs MET
+404.0%
-326.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | +4.3% | +1.1% | +3.2% | +4.1% |
| 30D | +8.4% | -2.3% | +10.8% | +8.9% |
| 3M | +25.5% | +13.9% | +11.6% | +22.3% |
| 6M | -6.3% | +34.8% | -41.1% | -11.7% |
| YTD | +12.1% | +23.5% | -11.4% | +7.2% |
| 1Y | +51.1% | +23.4% | +27.7% | +44.3% |
| 3Y | +296.1% | +64.9% | +231.2% | +254.0% |
| 5Y | +228.1% | +82.0% | +146.1% | +185.8% |
| 10Y | +211.8% | +244.4% | -32.5% | +124.1% |
| All | +77.5% | +404.0% | -326.5% | -6.7% |
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 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