+104.1%
GLD vs MET
+85.0%
+19.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -4.6% | +4.5% | -9.0% | -4.6% |
| 30D | -5.5% | +3.5% | -9.0% | -5.5% |
| 3M | -10.9% | +5.9% | -16.8% | -10.9% |
| 6M | -17.4% | +33.1% | -50.5% | -17.3% |
| YTD | -10.3% | +33.6% | -43.9% | -10.2% |
| 1Y | -7.2% | +32.7% | -39.8% | -7.1% |
| 3Y | +96.9% | +85.0% | +11.9% | +98.0% |
| All | +104.1% | +85.0% | +19.1% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling