+118.6%
GLD vs MET
+78.1%
+40.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +4.7% | -1.2% | +5.9% | +4.7% |
| 30D | -0.9% | +3.2% | -4.1% | -0.9% |
| 3M | -4.4% | -1.1% | -3.3% | -4.4% |
| 6M | -13.6% | +25.0% | -38.6% | -13.4% |
| YTD | -6.0% | +27.9% | -33.9% | -5.9% |
| 1Y | +1.8% | +32.9% | -31.1% | +2.0% |
| 3Y | +103.2% | +78.8% | +24.4% | +104.4% |
| All | +118.6% | +78.1% | +40.4% | +122.5% |
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