+200.8%
MET vs GLDM
+204.0%
-3.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -1.1% |
| 7D | +2.1% | -5.5% | +7.6% | +2.0% |
| 30D | +1.8% | -7.0% | +8.8% | +1.6% |
| 3M | +6.0% | -12.3% | +18.3% | +5.6% |
| 6M | +31.1% | -17.9% | +49.0% | +30.2% |
| YTD | +32.6% | -10.3% | +42.8% | +32.5% |
| 1Y | +30.5% | -7.8% | +38.2% | +30.6% |
| 3Y | +83.6% | +99.5% | -15.9% | +93.5% |
| 5Y | +84.2% | +106.5% | -22.3% | +92.7% |
| All | +200.8% | +204.0% | -3.2% | +260.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling