+33.0%
MET vs GLDM
+2.8%
+30.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.9% |
| 7D | +3.9% | -0.3% | +4.1% | +3.8% |
| 30D | +6.8% | -1.9% | +8.7% | +6.9% |
| 3M | +7.7% | -0.4% | +8.1% | +7.6% |
| 6M | +32.9% | -10.1% | +43.0% | +33.4% |
| YTD | +33.9% | -5.8% | +39.7% | +25.6% |
| 1Y | +33.0% | +3.1% | +29.9% | +14.1% |
| All | +33.0% | +2.8% | +30.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling