+2.8%
GLD vs MET
+35.0%
-32.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.4% |
| 7D | -0.3% | +3.9% | -4.1% | -0.7% |
| 30D | -1.9% | +6.8% | -8.7% | -2.5% |
| 3M | -0.4% | +7.7% | -8.1% | -1.3% |
| 6M | -10.2% | +32.9% | -43.1% | -12.6% |
| YTD | -6.0% | +33.9% | -39.9% | -9.3% |
| 1Y | +2.8% | +33.0% | -30.2% | -0.6% |
| All | +2.8% | +35.0% | -32.2% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling