+816.6%
GLD vs MET
+395.1%
+421.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.9% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | +4.4% | +1.4% | +3.0% | +4.4% |
| 3M | -1.1% | +17.7% | -18.8% | -0.8% |
| 6M | -13.8% | +35.0% | -48.8% | -13.3% |
| YTD | +2.6% | +26.3% | -23.6% | +3.1% |
| 1Y | +24.5% | +22.8% | +1.7% | +25.0% |
| 3Y | +125.8% | +65.9% | +59.9% | +128.2% |
| 5Y | +137.8% | +85.4% | +52.4% | +141.2% |
| 10Y | +221.4% | +253.7% | -32.3% | +230.8% |
| All | +816.6% | +395.1% | +421.5% | +813.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling