+211.8%
GLD vs MET
+202.5%
+9.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -4.4% | +3.4% | -7.8% | -4.4% |
| 3M | -8.9% | +7.0% | -15.9% | -8.8% |
| 6M | -16.0% | +34.6% | -50.6% | -15.6% |
| YTD | -7.9% | +34.0% | -41.8% | -7.4% |
| 1Y | -3.9% | +35.9% | -39.8% | -3.4% |
| 3Y | +103.4% | +85.5% | +17.9% | +106.0% |
| 5Y | +109.7% | +87.8% | +22.0% | +113.1% |
| 10Y | +211.8% | +199.7% | +12.2% | +220.8% |
| All | +211.8% | +202.5% | +9.3% | +220.8% |
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