+218.2%
GLD vs MET
+245.0%
-26.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +0.2% | -1.4% | +1.6% | +0.2% |
| 3M | +3.2% | +12.5% | -9.3% | +3.4% |
| 6M | -14.6% | +37.1% | -51.7% | -14.1% |
| YTD | +1.8% | +23.8% | -22.0% | +2.2% |
| 1Y | +20.7% | +24.1% | -3.4% | +21.3% |
| 3Y | +126.5% | +65.2% | +61.3% | +129.2% |
| 5Y | +140.0% | +82.3% | +57.8% | +144.3% |
| 10Y | +218.2% | +241.6% | -23.4% | +233.6% |
| All | +218.2% | +245.0% | -26.8% | +233.6% |
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 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