+212.2%
GLD vs MET
+227.5%
-15.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.9% |
| 7D | +4.9% | +1.3% | +3.6% | +5.0% |
| 30D | -1.3% | +4.0% | -5.3% | -1.3% |
| 3M | -4.8% | +4.6% | -9.4% | -4.7% |
| 6M | -12.5% | +32.8% | -45.3% | -12.1% |
| YTD | -4.2% | +32.3% | -36.5% | -3.8% |
| 1Y | +3.0% | +37.1% | -34.1% | +3.6% |
| 3Y | +109.1% | +86.8% | +22.3% | +111.9% |
| 5Y | +121.6% | +87.4% | +34.2% | +125.3% |
| 10Y | +212.2% | +209.9% | +2.3% | +224.3% |
| All | +212.2% | +227.5% | -15.3% | +224.3% |
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