+206.1%
GLD vs MET
+197.3%
+8.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -4.6% | +4.5% | -9.0% | -4.5% |
| 30D | -5.5% | +3.5% | -9.0% | -5.4% |
| 3M | -10.9% | +5.9% | -16.8% | -10.8% |
| 6M | -17.4% | +33.1% | -50.5% | -17.0% |
| YTD | -10.3% | +33.6% | -43.9% | -9.9% |
| 1Y | -7.2% | +32.7% | -39.8% | -6.7% |
| 3Y | +96.9% | +85.0% | +11.9% | +99.3% |
| 5Y | +103.8% | +85.6% | +18.2% | +106.9% |
| All | +206.1% | +197.3% | +8.8% | +213.2% |
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